full-time
Credit Risk Quantitative Analyst
Natixis Corporate & Investment Banking
- Employer
- Natixis Corporate & Investment Banking
- Location
- Paris
- Working pattern
- hybrid
About the role
Develop and monitor regulatory credit risk (IRB) and economic capital (ICAAP) models, define modeling methodologies, and improve model analysis tools in collaboration with risk and front-office teams. Track regulatory changes and supervisory recommendations, implement remediation plans, and prepare reports for senior risk leadership and regulators. Requires at least five years of relevant experience and a master's degree, doctorate, or equivalent higher education in statistics and mathematics, with a specialization such as data science or machine learning. Candidates should have expertise in quantitative finance, investment banking credit risk, regulatory credit risk and capital requirements, SAS, Python and/or R, and advanced English proficiency at C1 level.