Lux-Advisory is a company specialized in project management and business analysis. Our consultants take part
in European or International projects. To support the increase of our activity, we are currently looking for an
Economic Quantitative Analyst Consultant.

Mission
Our client built an economic model in matlab that supports the mandate to act as a backstop to the Single
Resolution Fund. He seeks the help of an external Economic Quantitative Analyst to refining the provided
model code, following provided standards of software design and model governance best practices. This is to
drive automatization and make more resilient processes.

In support of the Chief Economist Department, the consultant will refine built matlab code applying software
design and model governance best practices.

Tasks
The Consultant will be responsible for the following deliverables:
• Analyse the existing code base and develop a relevant test-set to be able to confirm no breaking

changes are introduced... after refining the code
• Transfer the code base to managed GIT versioning system
• Code refinement in line with provided standards of software design best practices
• Code refinement to avoid code duplication and improve automatic processes
• Code to link model to internal Datawarehouse for model inputs and outputs
• Create relevant documents, reports or presentations as required and in line with model governance

best practices

Skills
The Consultant must have the following profile:

Technical skills:
• Master level degree or above, preferably in an economics, finance, econometrics, financial

engineering, or mathematical finance area
• At least 4 years of relevant experience in software design, including unit testing, version control,

process automation and applying software design best practices
• At least 2 years of relevant experience using matlab or octave. Experience using R is an asset
• At least 2 years of relevant experience in economic modelling. Experience in using Dynare is an asset
• At least 1 year of relevant experience designing, creating, and maintaining databases
• Practical experience working with REST APIs is an asset
• Practical experience working with Business Intelligence Software, in particular Tableau is an asset
• Solid knowledge of econometric techniques is an asset
• CFA or other relevant professional qualifications is an asset
• Fluency in English (CEFR C1 level or equivalent), including good drafting in that language

Soft-skills :
• Intellectual curiosity
• Team player
• Rigorous
• Detail oriented
• Good writing and presentation skills
Luxembourg

Salary Criteria