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).

• 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