Data Quality Credit Risk Analyst (M/F)

  • Competitive
  • Luxembourg
  • Permanent, Full time
  • BIL - Banque Internationale à Luxembourg
  • 18 Sep 17

Data Quality Credit Risk Analyst (M/F)

Banque Internationale à Luxembourg is the oldest bank in Luxembourg. Founded in 1856, BIL is a key player in the Retail Banking, Private Banking, Corporate Banking and Treasury and Financial Markets. These businesses are backed up by strong Support functions and by our Operational departments.

We are currently recruiting a 
Data Quality Credit Risk Analyst (M/F).
The main activities of Data Management & Quality team are:
- To ensure the correct production of the Risk weight Asset (RWA) computation based on the Basel III standards, used for the calculation of the credit risk capital adequacy requirements (pillar I); 
- To produce internal reporting regarding data quality and monitoring of the RWA, intended for bank internal stakeholders.
Key tasks :
• Production and analysis of monthly RWA, Exposition at Default (EAD); 
• Insurance of the RWA correctness by assessing the involved data and processes quality;
• Monitoring of the detected issues and proposed action plan by the recipients ;
• Bring proposals for the enhancement of the control framework on IT systems and processes related to the Basel III standard implementation; 
• Production and analysis of data and process quality reports related to such systems in order to monitor closely the data quality in compliance with the BCBS239 principles; 
• RWA, EAD simulation for business lines (TFM, CIB, Private banking).


Knowledge and required experiences :
Academical background :
Finance /Economy/Management/Statistic/IT
Education level :
BAC+5 with a credit risk management orientation 
Languages :
French, English.
Technical banking knowledge:
Knowledge of financial instruments and in general of banking products, banking credit activity, risk management techniques and more particularly of Credit Risk management
Office automation and computer skills :
MS Office Suite, Statistical tools (SAS) and Business Object
Other knowledge :
Knowledge of Basel III Regulation.
Type & years experiences :
Banking experience in the context of credit risk management. Min 3 years of experience.
Other requirements :
Synthesis  skills, organizational and analytical capacities, good relational and writing abilities, ability to work in a team.