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

About the role

Design and develop a risk-modeling platform, reusable Python libraries, and robust data pipelines, and industrialize credit, market, and capital risk models using Dataiku, Spark/PySpark, and SQL. Automate model calibration, backtesting, monitoring, and stress-testing workflows while supporting data quality and traceability, software development practices, documentation, and collaboration with modeling, validation, IT, and data teams. A master's degree or engineering-school qualification in computer science, applied mathematics, quantitative finance, or a related field is required, along with at least five years of experience developing quantitative or data solutions. Strong programming and risk-modeling knowledge is sought; experience industrializing models or working in an MLOps environment is an advantage, as are French and English proficiency, with Luxembourgish also beneficial.