General information
Organisation
At 31 December 2023, the Dexia Group will have around 500 members of staff. In addition to Brussels and Paris, the Group has a limited international presence in Ireland, Italy and the United States.
The Dexia Group is in orderly resolution as a bank until 31 December 2023. In July 2023, the Group applied for the withdrawal of the banking and investment services authorisations of Dexia (formerly Dexia Crédit Local), which was approved by the European Central Bank in December 2023, with an implementation date of 1 January 2024.
Since 1 January 2024, Dexia (formerly Dexia Crédit Local) has therefore continued its orderly resolution as a non-bank.
Dexia offers great diversity and a real transversality of business lines and missions which enrich the professional experience of its members of staff.
Joining Dexia is a promise to evolve in a dynamic environment and to stimulate your career by developing new skills!
Reference
2025-445
Position description
Job title
Work-study program - Risk Models, Quantification & Defaults Analyst M/F
Contract type
Contrat d'alternance
Job description
You will be part of the Risk Models, Quantification & Defects Department and will be responsible for the following tasks:
Your tasks :
- Annual review of internal models Probability of Default and Loss Given Default.
- Quantification of credit risk parameters and statistical tests, annual review of Point-in-Time models (stress tests).
- Collection of cash flows and calculation of LGD on internal defaults.
- Data governance and data quality checks.
- Portfolio risk quantification and analysis (Value-at-Risk, stress tests, macro-economic analyses).
Profile
- You are currently enrolled in a business or engineering school or equivalent university degree. Data science engineer.
- You have knowledge of Basel II credit models and/or credit risk analysis.
- You have skills in data processing and statistics.
- You are recognized for your thoroughness, organization, critical thinking and your ability to interact with other teams.
- You have good oral and written communication skills, particularly in English (also written and oral).
Desired start date: September 2025
Location: La Défense
Position location
Job location
Europe, France, Ile-de-France, Paris (75)
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