Quantitative Risk Modeller

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! #J-18808-Ljbffr