Senior et Manager Analyste Quantitatif Expérimenté Expert Quant Crédit F/H FY27
Core
Senior quantitative expert specializing in credit risk modeling, regulatory compliance (IRB Repair, Basel 4, IFRS 9), and model validation for financial institutions.
Role type
Senior IC quantitative analyst (credit risk)
Builds
Credit risk models, regulatory capital calculations, and model validation frameworks for banks and asset managers.
Domain
Financial services / Credit risk / Regulatory compliance
Deliverable
production ML models
Required skills
Stochastic calculus, statistical modeling, credit risk modeling, regulatory capital calculation (IRB, Basel 4), model validation, back testing, stress testing, IFRS 9, fraud detection modeling
Preferred skills
Machine learning integration, climate risk quantification, open banking data collection, Python, R, SQL
Technologies
Python, R, SQL, Open Banking APIs
Responsibilities
Develop and validate credit risk models for regulatory and economic capital; Perform back testing and stress testing of internal models; Assist in model architecture design and adaptation to new risks like climate change; Support regulatory transformations (FRTB, IBOR transition); Develop statistical models for fraud detection.
Seniority
Senior, hands-on IC