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Experienced credit risk modeller (m/f) - Job based in Luxembourg

Date: 05-Nov-2020

Location: Luxembourg, LU

Company: Deloitte Luxembourg

Your future team


Our Risk Advisory team is specialized in a wide range of risk and capital management services for credit institutions, including designing value adding yet pragmatic solutions to meet regulatory requirements borne by the recent regulatory reforms (CRD IV, BRRD). We work in close collaboration with our clients to deliver customized and commensurate methodologies to help them identifying, assessing, measuring, mitigating and reporting on risks they face.



Your next challenge


  • Designing and implementing credit risk management solutions for our banking clients, both locally and internationally 
  • Conducting modelling and/or, independent reviews and validation of credit risk models (PD, LGD, EAD, etc.) for various types of counterparts and the related risk management processes 
  • Advising our clients on credit risk policies and frameworks
  • Actively contributing to regulatory compliance projects (CRR/CRD IV and IFRS9) for banks and investment firms 
  • Leverage your experience in (credit) risk modelling to develop new quantitative solutions and services for our clients
  • Relying on your knowledge, experience and communication skills to deliver outstanding quality services to clients  
  • Developing cohesive conclusions and participate in the report writing, analysis and presentation of results to clients



Your skills


  • Master's degree in business administration, quantitative finance, mathematics, econometrics,  or related studies, 
  • 3 to 6 years of experience in Financial Risk Management, with proven experience in credit risk modelling
  • Knowledge of the banking industry and risk-related regulation (CRR/CRD IV)
  • Knowledge of IFRS9 accounting standards is a plus
  • Excellent analytical, interpersonal and communication skills  
  • Strong command of VBA, Excel, Word and PowerPoint  
  • Knowledge in SAS/Matlab/Python is a plus
  • Fluency in English, French is considered as an asset. 
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We want to hear from you! Join us and...



  • Step up in your career thanks to our remarkable client portfolio
  • Enhance your network in the Luxembourgish and international market
  • Profit from an attractive package of advantages you can choose from
  • Challenge yourself in an international context through various client assignments


What impact will you make?


Every day, your work will make an impact that matters, while you thrive in a dynamic culture of inclusion, collaboration and high performance. Deloitte is where you will find unrivalled opportunities to succeed and realize your full potential.


Our global standards enable us to deliver consistent, exceptional services across the globe, whilst continuously developing our Talents.


Get to know more about Deloitte; Facebook page, LinkedIn page or website.


Deloitte Luxembourg, with around 2,300 employees and with more than 77 nationalities, is a member of Deloitte Touche Tohmatsu Limited, one of the world's leading professional services firms in audit, tax, financial advisory and consulting. Every day our multidisciplinary teams work together to offer innovative solutions to our clients' complex issues. At the heart of Europe, Luxembourg is a cosmopolitan economic center. The thriving diverse cultural life, the many sporting activities and its vast open spaces make Luxembourg unique and a great place to live.


Join us in enabling a diverse and inclusive environment for all!

Diversity and inclusion bring great value to our profession and community, and build our ability to deliver truly differentiated solutions and experiences to our clients. Deloitte is committed to creating and supporting a culture of inclusion that empowers all of our people to be at their best on both a personal and professional level.

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