CREDIT STRESS TEST QUANTITATIVE ANALYST (F/H) - CDD 6 mois

About the role

Redesign, monitor, improve, and operationalize internal models for projecting credit risk parameters, ensuring compliance with internal modeling standards and supervisory guidelines. Present methodological reviews to validation committees and regulators, coordinate model changes with business, Finance, and IT teams, and develop more effective monitoring tools and methods while conducting ad hoc quantitative studies. Requires a Master’s or PhD in statistics, mathematics, or a related field such as data science or machine learning, plus established experience in banking risk, preferably in corporate and investment banking, or in consulting. Candidates should have strong statistics and econometrics skills, excellent Python knowledge, familiarity with structured and corporate finance, EBA guidelines and IFRS 9, and strong communication, writing, presentation, and analytical skills.