​​Quantitative Analyst​

**EIF Posting** --------------- **The European Investment Fund (EIF)** is seeking to recruit for its Central Front Office Services Department (CFOS) – Business Support Division, Quant Models & Data Science Unit at its headquarters in Luxembourg, a **Quantitative Analyst** \*. This is a full-time position at grade 4 for which the EIF offers **a permanent contract.** * *Internal benchmark: Analyst* *Panel interviews via videoconference are anticipated for December 2026* ***Purpose*** Part of the EIB Group, the mission of the European Investment Fund (EIF) is to improve access to finance for SMEs and small mid-caps in Europe. We do this by supporting emerging and established fund managers with equity investments and by designing debt financing instruments that share the risk taken by financial institutions when they lend to or invest in small businesses. We bring this support closer to entrepreneurs through our extensive network of partners and financial intermediaries in all EU Member States and associated countries. ***Operating network*** The Quant Models & Data Science Unit is in charge of quantitative model development and maintenance in support of key front office needs and resourcing planning activities. The Unit cooperates mainly with the EIF Risk Office. ***Responsibilities*** **At a level commensurate with your experience and seniority, you will:** * Develop, maintain and enhance quantitative models and methodologies supporting the valuation, risk assessment and monitoring of equity, debt and structured finance portfolios. * Conduct portfolio assessments, simulations and scenario analyses, including stress testing, to evaluate portfolio performance, market developments and key risk drivers. * Analyse securitisation and structured finance transactions, including transaction structures, collateral pools, cash-flow waterfalls, credit enhancement mechanisms and tranche-level risk profiles. * Assess the impact of key assumptions, including default, recovery, prepayment, concentration and correlation risks, on transaction and portfolio performance. * Provide quantitative and modelling support to Front Office teams throughout the investment lifecycle, contributing to due diligence, transaction structuring, risk assessment and valuation. * Contribute to the design, development, implementation and continuous improvement of in-house quantitative models, simulation tools and analytical methodologies. * Develop quantitative scripts, automation solutions and analytical tools, including through the application of data mining and machine learning techniques, to enhance analytical capabilities and support decision-making. * Ensure appropriate documentation of quantitative models, methodologies and analytical tools, and provide technical guidance and support to colleagues on modelling, programming and system implementation matters. * Monitor developments in market practices, quantitative methodologies and analytical techniques relating to equ