CDD - Analyste Risques Statistiques H/F
Based in France
Core
Statistical risk model validation and review within the internal model validation team for a financial services group.
Role type
Junior to Mid-level statistical risk analyst (model validation)
Builds
Validated credit risk models (IRBA, IFRS 9) and risk management frameworks
Domain
Banking / Financial Services / Credit Risk
Deliverable
production ML models
Required skills
Statistical modeling, Econometrics, Credit risk modeling, SAS, Python, R, SQL, IFRS 9, IRBA
Preferred skills
Data science, Quantitative finance
Responsibilities
Accompany the team in the internal risk model review plan, Participate in methodological and statistical review of risk models, Perform quantitative analyses and controls for model validation
Seniority
Junior to Mid-level, hands-on IC
