Risk Analytics Developer

Quintet Luxembourg, Luxembourg, LUX, L-2955
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Purpose of the Job

 

Quintet Bank is a leading private bank in the wealth management sector; we are committed to our clients and their families, and pride ourselves on our personalised service based on a deep understanding of what clients want to achieve. We are a bank headquartered in Luxembourg and supervised by the ECB with an ambition to stay true to our purpose to be the most trusted fiduciary of family wealth. When you join Quintet you are joining a company that values diversity of background, equal access to opportunities, career development, collaboration and inclusiveness. We want our employees to feel proud of being part of a company that is committed to do the right thing. You will have the opportunity to grow your career while developing personally and professionally through various resources and programmes.

 

As part of the Group Risk Control function, the Financial Risk & Reporting (FRR) department is:  

  • In charge of assessing and supervising the financial risks arising from the Group activities across its entities; 
  • The central architect of the function risk data warehouse dedicated to regulatory and internal risk reports;  
  • The central partner for transversal risk projects such as the ICLAAP or recovery plan; and 
  • The competence centre for quantitative and modelling activities for the function. 

To reinforce its data and analytics capabilities, the Financial Risk & Reporting department is actively looking for a Risk Data Analyst, whose role will be to support the development, improvement and maintenance of the Financial Risk Data environment including SQL Databases (RiskDB), ETL processes and Microsoft PowerBI reports.

Key Accountabilities

 

  • Actively work on the ongoing development and improvement of Risk Data processes hosted in our environment.  
  • Monitor the smooth execution of daily and monthly data flows and batches into the RiskDB and collaborate with other colleagues to remediate any issue when required 
  • Support the team in the implementation of new data flows (ETL) and data procedures in the context of model review and/or new developments; 
  • Develop, maintain and monitor Microsoft PowerBI reports based on requirements from the Group Risk team (including migration of current Excel reports into PowerBI solutions) 
  • Act a data custodian for Risk-owned datasets  
  • Optimize both performance and design of Risk data processes and architecture in partnership with Risk stakeholders and leadership 
  • Participate in Group strategic projects involving risk data collection (e.g., ESG, investment risk data)  
  • Share their expertise with the team and organize training sessions to increase technical skills within the team 

Knowledge and Experience

 

  • Advanced Degree in a technical discipline (finance, mathematics, physics, engineering, IT) 
  • Good understanding of Financial Risk Management framework and key concepts (e.g IRRBB, Market and Credit VaR) 
  • 3+ years of proven experience as Data Analyst and/or in a Risk Management function with strong exposure to data operations 
  • Exposure to relevant regulations for Data such as BCBS239 

Attributes and Qualities

  • Strong interest in risk management and data analytics 
  • High-level approach of problems 
  • Strong appetite for building/reinforcing expertise on PowerBI, SQL and Risk Data in general 
  • Good organization skills and attention to detail 
  • Analytical skills and critical sense 
  • Sense of creativity is also welcomed as the role involves design of key Risk dashboards for senior audience 

Technical Skills

 

Essential skills: 

  • Proficiency in SQL scripting and development, especially based on SQL Server Environment (mostly SSMS and SSIS) 
  • Proficiency in handling relational data models and data cubes 
  • Proficiency in developing and maintaining Microsoft PowerBI reporting solutions 
  • Proficiency in MS Office with expert level practice of Excel VBA, PowerQuery and Access 

 

Desirable skills, but not required: 

  • Knowledge of MATLAB 
  • PowerBI certification (e.g. DA-100 or PL-300) 
  • Knowledge of Master Data Management principles 
  • Knowledge of Kondor, WKFS and RiskPro 

Languages Skills

 

  • Fluent in English; French or German is an advantage 
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