Role: Quantitative Risk Modeller
Location: Paris, France
Join our client, a dynamic risk management consultancy, and play a pivotal role in advising and supporting clients within the banking sector. Collaborate closely with clients and a team of seasoned professionals to craft tailored solutions, enhancing both your technical skills and entrepreneurial mindset.
Key Responsibilities:
- Develop and validate diverse credit models, including rating, granting, and A-IRB models, in addition to IFRS9 provisioning models and portfolio analysis.
- Spearhead the integration of cutting-edge BI and Machine Learning tools for advanced statistical modeling.
- Provide invaluable support in defining and implementing stress testing methodologies.
- Ensure compliance with regulatory directives such as Basel III/IV, and contribute to prudential reforms.
- Conduct thorough reviews of model risk systems within the framework of Model Risk Management (MRM).
- Offer expertise on regulatory initiatives pertaining to climate risk management.
- Seize occasional opportunities to contribute to projects across European countries, based on mobility.
Key Requirements:
- Graduate from a leading engineering school or university, specializing in quantitative finance or risk management (e.g., X, MINES, CENTRALE, ENSAE, ENSAI, Master ESA).
- Possess a minimum of 3 years of substantial professional experience in consulting firms or financial institutions in France.
- Proficiency in quantitative and statistical analysis tools such as SAS, Python, R, Matlab, and SQL.
- Demonstrate exceptional organizational skills, rigor, and autonomy.
- Fluency in both written and spoken French and English.
Excited to embark on this challenging journey in risk management consulting? Join our client in Paris and make a significant impact in the banking sector!
