Analyste quantitatif titrisation H/F
Europe, France, Ile-de-France, 92 - Hauts-De-Seine
R
EUR 21K-21K (estimate) Entry-level Full Time
Tasks
- Backtest internal rating models
- Benchmark internal rating methodologies
- Build Monte Carlo simulation tools
- Calibrate IFRS 9 provision models
- Calibrate internal economic capital models
- Document quantitative work
- Optimize calculation performance
- Validate models with internal and external auditors
Perks/Benefits
Skills/Tech-stack
C# | Microsoft Office | Python | R | VBA
Education
Roles
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