Data Engineer (Credit Data Science) (M/F)

Das ist der Job

From its foundation, BIL has always played an active role in the development of the Luxembourg economy.

Darum lohnt es sich

Founded in 1856 , Banque Internationale à Luxembourg is the oldest multi-business bank in the Grand Duchy. Contribute to the "Lab" (or "R&D") mindset of the team.

Transversal activities in collaboration with the IT team in order to manage and ensure the correct implementation of the IRB mod It currently operates in retail, private, and corporate banking, as well as on major capital markets. Employing more than 2,000 people, BIL is present in the financial hotspots that are Luxembourg, Switzerland, and China.

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: Contribute to the development and maintaining of all the modeling databases (Reference DataSet "RDS") related to the credit risk quantification implemented by the Bank in the context of the implementation of minimum requirements regarding the own funds calculation (Pillar 1 A-IRB approach); Manage and ensure the consistency of the internal rating system integration within the risk management process and policies of the Bank as well as the data that is shared between several systems (Ongoing Model Monitoring).

Continuously follow up on new methods, technologies, and market trends in Data Science (python and pandas versions, snowflake and Dataiku…).