Credit Risk Modelling Manager
Paris, FrancePosition filled
You like statistical laws and assess your chances of getting a job using a normal distribution. Juggling probabilities of default, calculating provisions, handling RWA: that’s your thing. You know that credit production inherently involves good and bad vintages, and you are here to mitigate this. You are not afraid of regulatory matters, and you might even argue that they have their mertis. You like to make up your own mind on regulations by reading the texts directly. And when the time comes to apply a new directive, you always aim to find common ground with the other stakeholders.
If you are this person, we want to hear from you.
As a credit risk modeling manager, you will be in charge of building the credit risk scoring and monitoring model. You will propose the most appropriate technical approach and develop a methodology of statistical modeling. You will work closely with the rest of the team to prepare our banking licence application. You will be involved in the definition of credit risk documentation. You will stay up-to-date with the relevant regulations and keep the rest of the team informed.
- You have a solid technical background in statistics and scoring;
- You know Basel 3 and IFRS 9 regulations by heart;
- You can’t get enough of statistical modeling tools (SAS, R, Python, SPSS, Unix…);
- You are autonomous and able to find the information you need by yourself;
- You have solid oral and written skills and can express yourself succintly;
- You can explain complex banking issues in simple terms.
- You have worked on the development of a scoring tool for small and medium enterprises;
- You have worked in credit risk modeling for at least 3 years.
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