Analyste quantitatif stage - IRB Non Retail - Optimisation du clustering - Risques - La Defense, Ile de France, France
Core
Intern role focused on optimizing clustering methods for Internal Ratings-Based (IRB) risk models to calculate default probabilities for non-retail corporate and institutional clients.
Role type
Quantitative Risk Modeling Intern
Builds
Internal risk models for regulatory capital requirements (PD, LGD, EAD)
Domain
Banking / Financial Risk Management / Regulatory Compliance
Deliverable
production ML models
Required skills
Python, R, statistical modeling, econometrics, machine learning, database manipulation
Preferred skills
climate risk concepts, English (written)
Technologies
R, Python
Responsibilities
Understand IRB modeling processes, identify alternative segmentation solutions, develop and implement clustering solutions, document work, present findings to the team
Seniority
Intern