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SENIOR DATA MODELER - SAS


Location:
Paris
Language(s):
Only English Required
Job Ref:
59966WT
Company:
Harnham
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Job Description

SENIOR DATA MODELER - SAS
Paris, France
45-75K€ + Bonus

A World Leading management consultancy are seeking an experienced Regulatory Analytics Consultant to take part in innovative projects related to regulatory solutions for major clients.

THE COMPANY

Recognised globally, this consulting firm are leaders in regulatory and reporting space. Recognised with multiple awards, such as 'Top Employers' Award, they are continually developing their client relationships with World Leading Brands, allowing their employees to have fantastic exposure to a wide variety of top level projects and network.

THE ROLE:

  • Working directly under the Senior Data Modeler Manager, on a variety of projects for companies in the financial world
  • Participating in data analytics, statistical model development, statistical testing, implementation testing of multiple complex models, and requirement documentation
  • Developing several statistical models for all the clients of the group within a financial/banking context (Bale 2/3, Forecasting models - IFRS 9, Stress Tests SREP and EBA)
  • Guaranteeing the performance of the models thanks to regular reviews and back testing, and will redesign the models where back testing is not satisfactory
  • Attending client meetings and to some extent participating in some presales work

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 Python, R, and SQL is a plus
  • Fluent French and professional English
  • Authorised to work in the EU


HOW TO APPLY:

Please register your interest by sending me a CV through the "apply" link on this page.


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

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Salary Indication
€45000 - €75000 per annum + Bonus


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