Analyste Quantitatif capital économique H/F
Europe, France, Ile-de-France, 92 - Hauts-De-Seine
EUR 24K-24K (estimate) Entry-level Full Time
Tasks
- Conduct model risk assessment for IFRS 9 models
- Document model work
- Implement capital economic models
- Integrate climate risk into stress tests
- Recalibrate and backtest IFRS 9 provisioning models
- Run internal and regulatory stress test production exercises
Perks/Benefits
- N/A
Skills/Tech-stack
Backtesting | C# | Capital Economics | Climate risk | Credit Risk | IFRS 9 | MATLAB | Model risk | Python | R | Stress Testing
Education
Roles
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