Business Analyst Modèles IRB Risque de Crédit - CDI - 70/75K - PARIS
Core
Conducting business acceptance testing (UAT) and regulatory non-regression tests for a major credit risk transformation program to ensure data equivalence and regulatory compliance before production.
Role type
Senior Business Analyst (Credit Risk IRB Models)
Builds
Regulatory-compliant credit risk models and data pipelines for a Tier 1 French bank
Domain
Banking / Credit Risk / Regulatory Compliance (IRB, RWA, FINREP, COREP)
Deliverable
production ML models
Required skills
IRB models (calibration, backtesting), Credit risk chain, Business acceptance testing, UAT, SQL, Python, Data reconciliation, Regulatory reporting (RWA, notations, exposure classes)
Preferred skills
TRIM or IMI project experience, Tier 1 French bank environment knowledge, Committee facilitation
Technologies
SQL, Python
Responsibilities
Participate in business acceptance testing and UAT for modeling and stress testing teams; Verify data equivalence between legacy and new systems; Perform data matching and field-by-field comparison of reference and target flows; Identify gaps impacting regulatory metrics and present to project committees.
