Consultant Senior Analyse Quantitative en Risque de crédit H/F
Core
Senior quantitative credit risk analyst supporting financial and insurance clients on regulatory compliance, model development, and risk measurement.
Role type
Senior IC quantitative risk consultant
Builds
Credit risk models (PD, LGD, ECL, stress tests) and regulatory compliance frameworks
Domain
Financial services / Credit risk / Regulatory compliance
Deliverable
production ML models | product features
Required skills
Quantitative modeling, Credit risk modeling, Python, R, SQL, SAS, Model Risk Management, Regulatory standards (Basel, IFRS, ICAAP)
Preferred skills
Machine learning, Deep learning, Test & learn methodologies
Technologies
Python, R, SQL, SAS
Responsibilities
Support methodological design, development, and audit of credit risk measurement models; Diagnose operational risk monitoring and modeling setups; Identify opportunities from new technologies like ML and deep learning; Measure performance and track credit risk indicators; Mentor junior consultants on modeling tasks.
Seniority
Senior, hands-on IC