Manager - Modélisation Risque de Crédit IRB Retail - Risques - La Defense, Ile de France, France
Core
Manage the development, calibration, and monitoring of IRB credit risk models for retail banking (PD, LGD, EAD/CCF) to support solvency, accounting, and internal risk steering.
Role type
Manager, Credit Risk Modeling (IRB Retail)
Builds
IRB models for retail customers (individuals and SMEs) and stress-test models
Domain
Banking, Credit Risk, Regulatory Compliance
Deliverable
production ML models
Required skills
Credit risk modeling (IRB), statistical and probabilistic modeling, data science techniques, project management, team leadership, stakeholder management, regulatory engagement
Preferred skills
Experience with retail banking risk frameworks, knowledge of IFRS9 provisioning
Technologies
Statistical modeling tools, data analysis platforms
Responsibilities
Lead development and follow-up of IRB models for Retail France and PRIV, act as primary liaison with internal teams and external regulators (ECB), organize integration with IT and business units, manage a team of 7-9 people plus 1-2 functional staff in Bangalore
Seniority
Manager, hands-on leadership
