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4 novembre 2019: Bienvenue aux 8 nouveaux collaborateurs

Spuerkeess souhaite la Bienvenue aux 8 nouveaux collaborateurs qui viennent de débuter au sein de notre Banque. 

1er octobre 2019: Bienvenue aux 7 nouveaux collaborateurs

1er octobre 2019: Bienvenue aux 7 nouveaux collaborateurs

La BCEE souhaite la Bienvenue aux 7 nouveaux collaborateurs qui viennent de débuter au sein de notre Banque.

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A Senior Analyst in Model Validation (m/f)

In order to strengthen the Bank’s Model Validation Team in its Risk Management Department, Spuerkeess is actively looking to recruit

A Senior Analyst in Model Validation (m/f)

Réf:RIM1936

Requirements:

  • University degree in mathematics, statistics or finance;
  • Professional experience of at least 10 years in the banking industry;
  • Good knowledge of at least one of the following domains:

-          IRRBB management and modelling techniques

-          Valuation models of financial instruments

-          Credit risk models (e.g. IRB and IFRS 9)

-          Other models (e.g. models for operational risk)

  • Highly developed synthesis and analysis skills;
  • Positive and constructive approach in dealing with model owners;
  • Team-player with a high degree of autonomy in the performance of assigned tasks;
  • In-depth knowledge of quantitative/statistical techniques used in modelling and validation;
  • Knowledge of data management software and techniques such as SQL or SAS;
  • Fluent in English and French, both in speech and writing. 

Key duties:

  • Development and implementation of model validation procedures in accordance with the regulatory/accounting requirements;
  • Review of the model’s documentation;
  • Challenge of the model’s methodology and hypothesis (e.g. by creating challenger models);
  • Review of model monitoring produced by the modelling team and/or production of own monitoring and back testing reports;
  • Documentation and presentation of the results in dedicated model validation reports.

 

Your application file must contain:

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