Analyste quantitatif - Modélisation risque de crédit et risques non financiers - Risques - La Defense, Ile de France, France
Core
Develop and test quantitative risk modeling methodologies for credit and non-financial risks within a regulated banking environment.
Role type
Quantitative Risk Analyst (Modeling)
Builds
Regulatory IRB models, IFRS 9 provisioning models, operational risk models, and strategic risk models (stress testing, forecasting).
Domain
Banking / Financial Risk Management
Deliverable
production ML models
Required skills
R, Python, statistical modeling (econometrics, machine learning), database manipulation
Preferred skills
climate and environmental risk concepts, English (written)
Technologies
R, Python
Responsibilities
Participate in workshops to assess existing methodologies, identify common problems across risk perimeters, propose and test alternative methodologies, apply selected methods to measure impact, and adjust associated documentation.
