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Credit Risk Modeller - SAS


Location:
Paris
Language(s):
Only English Required
Job Ref:
25852
Company:
Harnham
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Job Description

Credit Risk Modeller - SAS
Paris, France
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.

THE ROLE:

  • 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

YOUR PROFILE:

  • 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.


KEYWORDS:
Credit risk, SAS, Models, IFRS, BALE, EBA, SREP, ENSAE

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Salary Indication
€35000 - €45000 per annum


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