Quantitative Developer - Risk Modeling (m/f/n) (H/F)

Luxembourg | Nov. 1, 2026

Report as Closed

Company: Non renseigné

Country: Luxembourg

Type: Hybrid remote

Employment: Full-time

Description: Want to join a renowned and innovative institution? Spuerkeess, a pillar of the Luxembourg financial center with ratings among the best in the world, and a trusted employer combining tradition and banking innovation since , is actively looking for new talent. Department:  Risk Management  Service:  Enterprise Risk Management  Division:  Model Development  Your missions As a Quantitative Developer - Risk Modeling within the Risk Management Department, you will be responsible for designing, developing and industrializing risk modeling and measurement tools within the team. You will contribute to the establishment of a real “Risk Modeling Factory”, which covers the entire life cycle of models, from development to monitoring in production. Your main responsibilities are as follows: Design and development of the risk modeling platform: architecture, reusable Python libraries, development and documentation standards Industrialization of risk models (IRB credit risk and IFRS 9 / ECL, market risk, Pillar 2 / economic capital, stress tests) in the Dataiku environment Development of robust and efficient data pipelines (Spark / PySpark, SQL) for processing large volumes of financial and management data riskImplementation of automated chains for calibration, backtesting and monitoring of models (performance indicators, stability, discriminatory power, data drift)Development of simulation and calculation tools for internal and regulatory stress test exercises (EBA/BCE) as well as for the ICAAPContribution to the quality, traceability and lineage of risk data, in accordance with BCBS principles Implementation of good software development practices and MLOps: version management (Git), unit and integration tests, reproducibility of results, environment management Close collaboration with modelers, Model Validation, IT and Data teams to ensure alignment of tools with the bank's business, regulatory and architectural requirements Writing technical and functional documentation for tools and user support Qualifications required Holder of a Master's degree or engineering school with a focus on Computer Science, Applied Mathematics, Quantitative Finance or similar Professional experience of at least 5 years in the development of quantitative or data solutions, ideally in the banking or financial sector Experience in the industrialization of models or in an MLOps type environment is an advantage Mastery of French and English languages; knowledge of the Luxembourgish language constitutes an advantage Technical skills The acquisition of these skills can, on the basis of demonstrated learning predispositions, be carried out through the supervision and training offered by the Bank during the taking up of the position and the integration period. IT-SQL business skills (programming) Structural risk management (liquidity, foreign exchange and rate risk) Pillar 2 risk models (SREP, ICAAP, ILAAP, Stress test) Credit risks Financial risks Regulatory skills: Basel 2 EBA guidelines IFRS standards IT and digital skills: Coding Data Mining Programming languages or e-scripting (VBA, Powershell, Python)  Behavioral skills Adopt a collaborative attitude with professional contacts Adopt a customer-centric approach making customer satisfaction a priority Demonstrate open-mindedness in the face of change and adapt to the evolution of the bank Demonstrate commitment and passion for carrying out one's missions Reasons for joining Spuerkeess: Among the Top 3 of the most attractive employers in Luxembourg according to Randstad (2nd place in ) Strong commitment to social responsibility and economical Attractive salary conditions with a public law status assimilated to that of State employees Great flexibility of working hours and hybrid working mode Personalized supervision program with monitoring throughout integration Wide range of training and strong internal mobility synonymous with career development Well-being actions at work and free Spuerkeess fitness room with group lessons Recruitment information: Please send us your CV as well as a cover letter by applying directly to our career site. You will be asked for one during the recruitment process. For diplomas obtained abroad, outside the Benelux, registration in the register of qualifications...

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