Quantitative (Credit) Risk Analyst (m/f/n)

Department: Strategy & Risk Management | Location: Esch-sur-Alzette | Contract: Permanent | 
Job Requisition N° 19200

Your tasks 

You will be part of the Strategy & Risk Management Team and you will contribute to the improvement and extension of quantitative models and tools, perform governance and limit controls as well as support the team’s other activities related to Market and Credit risk, Complex customer Pricing, Business Process Management and Regulatory Impact Analysis & Reporting. Depending on your experience, the position could be shaped as a senior role. 

•    Perform financial analyses of customers and trading counterparties, execute customer Credit Risk checks and define and monitor limits for our wholesale counterpart exposure.
•    You develop, implement, maintain and calibrate methods and parameters for the valuation and risk indicator computation of Enovos Markets and Renewables portfolio of energy derivatives and assets, including associated internal tools.
•    Make the appropriate credit proposal for existing or potential customers and make sure these customers are covered by the underwriter company.
•    You ensure adapted and timely reporting to the different Management layers and governing bodies on the relevant risks and exposures.
•    You contribute to consulting internal clients on availability and appropriate usage of the risk-indicators.
•    You perform project work on model analysis, calibration, creation, implementation, and testing, including back- and stress-testing.
•    You support complex customer pricings and the maintenance of the back-end pricing infrastructure.
•    You support the review and the modelling of business processes across the company with the focus on effective and efficient controls and risk mitigation.

Your profile

•    You hold a master’s degree in a quantitative discipline (i.e., mathematics, physics, statistics, actuarial sciences, finance). A relevant PhD and/or a CFA designation would be considered as asset.
•    You have experience in the analysis of balance sheet data and income statements.
•    Strong proven programming skills in at least one of the following: Python, MATLAB, C/C++, Java, good command of MS Office (Excel, Access).
•    An experience with relational databases (Postgres, SQL Server) is a plus.
•    A professional certification like ERP, FRM, PRM, … is a plus.
•    Experience with AWS (or other cloud providers) and related developer tools and methods, such as Gitlab, Docker and CI/CD is a plus.
•    Rigour and precision, a strong analytical and conceptual mind-set
•    Excellent organisational skills combined with a structured and autonomous working attitude.
•    Team oriented player with a sense of discretion and confidentiality.
•    Effective communications skills in English. The knowledge of German or French will be considered as an advantage.

What we offer

 “Together we build the future of Luxembourg’s energy transition”

•    The opportunity to join a Group that actively shapes the energy transition in Luxembourg and the Greater Region.
•    A multicultural and international working environment that encourages diversity and inclusion.
•    A competitive salary with many additional benefits.
•    Continuous learning and development career path adapted to the needs of each employee.
•    Hybrid working mode with the possibility to work from home.

For external applications, a recent copy of the police record will be requested if you are invited for an interview.