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Crédit Risk Analyst

Advisory Key is seeking two analysts (one Senior Profile and one Junior Profile) for one of its prestigious clients, a major international financial institution based in Luxembourg, to join and support its Portfolio Credit Risk Surveillance Unit.

The mission focuses on data integration projects, process automation for surveillance workflows, reporting tool overhauls, and the digitalization of analysis frameworks for securitization and risk-sharing portfolios.

Key Responsibilities:

Reporting and Surveillance Automation:

• Automating the generation of surveillance fact sheets and periodic reporting for securitization portfolios.
• Implementing and optimizing a unified reporting framework.

Calculation Automation and Modeling:

• Developing automated solutions for loan-level calculations and cash flow waterfall applications, transitioning from legacy Excel macros to robust scripts.
• Integrating securitization and risk-sharing data into the institution’s newly developed internal models.

Data Management & Digitalization:

• Automating the quarterly definition of monitored populations and streamlining fund reviews.
• Developing, maintaining, and enhancing dynamic dashboards (Power BI) and data analysis tools (Python, Alteryx, VBA).

Key Requirements:

For Senior Credit Risk Analysts (3+ years’ experience):

• Master’s degree in Data Science, Finance, Economics, or a related quantitative field.
• Minimum 5 years of professional experience, with at least 2 years specifically focused on securitization risk management or structured finance, ideally within a public or international financial institution.
• Advanced proficiency in programming and data analysis tools (Python, VBA).
• Strong command of Business Intelligence and data processing tools (Power BI, Alteryx). Knowledge of eFront is a strong asset.
• Excellent communication and drafting skills in English (C1 level minimum).

For Junior Credit Risk Analyst (1+ year experience):

• Higher education degree in Finance, Data Science, or Financial Engineering.
• Minimum 1 to 3 years of experience in similar roles focusing on financial data analysis or risk management.
• Solid technical foundation in data processing and a strong appetite for process automation.
• Operational mastery of office and visualization tools (Advanced Excel, Power BI, basic Python/VBA).
• Professional proficiency in English (C1 level).

Required Skills:

• Strong quantitative and analytical skills.
• Advanced proficiency in Excel, VBA, Python, or other financial modeling tools.
• Excellent communication and reporting abilities to present findings to senior management.
• Ability to work in a fast-paced, cross-functional environment.
• English proficiency at C1 level or higher.