Credit Risk Modeller - SAS
35-45K€ + Benefits
This company is one of the leading international financial institutions in the automobile industry. With a presence in 40 countries they represent several brands and are one of the most efficient and performant companies in their field. With ambitious projects and a continuous growth since their creation, they are looking for new CREDIT RISK MODELLERS to join their Analytics Department. Within a team of strong analytics profiles, you will work for all the different brands of the group.
- You will be working directly under the Credit Risk department manager
- Participate in data analytics, statistical model development, statistical testing, implementation testing of multiple complex models, and requirement documentation
- You will develop several statistical models for all the brands of the group within a financial/banking context (Bale 2/3, Forecasting models - IFRS 9, Stress Tests SREP and EBA)
- You will guarantee the performance of the produce models thanks to regular reviews and back testing, and will redesign the models where back testing is not satisfactory
- Bachelor's degree or Master's in Mathematics, Statistics or related technical field
- Expertise with SAS, and experience with Data mining techniques, and statistical and scoring models
- Knowledge of SQL
- Fluent English - French appreciated but not mandatory
- Authorised to work in the EU
HOW TO APPLY:
Please apply using the CV button.
Credit risk, SAS, Models, IFRS, BALE, EBA, SREP, ENSAE
€35000 - €45000 per annum