IFRS9 models Team Leader
Banque Internationale à Luxembourg
- Luxemburg
- Unbefristet
- Vollzeit
As a major player in Luxembourg's finance industry and as a signatory of the UN Principles of Responsible Banking, BIL is committed to handing over a responsible and sustainable bank to future generations.Your next challenge:The Credit Data Science department, part of Risk Management, develops and maintains credit risk related models for regulatory reporting, IFRS9 calculations, stress testing and analyses.
- Developing and maintaining the models related to the credit risk quantification, related assumptions and credit parameter forecasts in the context of IFRS9 Expected Credit Loss (ECL) computation.
- Performing the credit risk stress testing for the ICAAP and in the context of the EU-wide Stress Testing (EBA).
- Ensuring that the models are developed, maintained and regularly tested in line with the Company procedures.
- Ensuring that adequate model governance is followed.
- Ensuring that all aspects of the models are maintained in a professional way and documented.
- Providing technical information and analyses to the regulators, internal and external auditors, the validation team and the management.
- Managing the IFRS9 team composed of talented professionals.
- Taking part in the overall risk reporting process, including SREP, ICAAP, Pillar 3 and annual report contributions.
- Education (level): master's degree in mathematics/science/finance/economy. A PhD is a plus.
- Minimum 5 years of experience in the implementation of IFRS9 or any related field.
- Languages: French & English.
- Banking techniques:
- Good knowledge of the IFRS9 regulation
- Accounting knowledge is an advantage.
- IT Tools:
- Analytical profile, rigorous and well-organized.
- Results-oriented mindset striving to deliver on time.
- Team management.
- Problem-solving skills.
- Writing and presentation skills.
BIL is firmly of the opinion that diversity & inclusion contribute towards increasing the collective performance of the Bank. We are committed to creating a culture of inclusion that encourages individual development with equal opportunities for all.NB: The selected candidate will be asked to provide an extract from the criminal record (no.3) as evidence of integrity and justified with regard to the specific needs of the position to be filled.
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