Consultant Senior – Risque de Crédit & Climatique
Core
Senior consultant specializing in credit risk modeling and climate risk integration for banking clients.
Role type
Senior IC risk modeler (credit & climate)
Builds
Regulatory-compliant credit risk models and climate stress test frameworks
Domain
Banking / Financial Risk / Climate Finance
Deliverable
production ML models
Required skills
Credit risk modeling, Climate risk modeling, Regulatory modeling (Basel/IFRS9), SAS, Python, R, Climate scenario analysis, Stress testing
Preferred skills
Mentoring junior consultants, R&D participation, Proposal writing
Technologies
SAS, Python, R, NGFS scenarios
Responsibilities
Model parameter modeling (PD, LGD, LGDD, CCF, ER), Model validation and back-testing, Regulatory transformation support, Climate risk integration into credit models, Climate impact studies on regulatory parameters, Top-down & Bottom-up climate stress testing, R&D studies on climate risk, Junior consultant mentoring
