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Quantitative Risk Analyst

Il y a 2 mois


Paris, Île-de-France CAPTEO - Strategy & Management Consulting Temps plein

About CAPTEO

CAPTEO is a prominent consultancy firm specializing in financial services and insurance, established to provide innovative solutions in the industry.

We are currently expanding our Risk practice and are looking for professionals with a strong background in credit risk analysis and modeling.

  • Development of credit risk models (Probability of Default, Loss Given Default, Exposure at Default, Credit Conversion Factor)
  • Creation of scoring tools
  • Conducting model evaluations (quantitative methodologies, data analysis, model performance assessment)
  • Executing stress-testing and back-testing activities (European Banking Authority standards, climate-related scenarios)
  • Validation of models (IFRS 9, Internal Capital Adequacy Assessment Process...)

As a member of the Risk practice team, you will have the chance to engage in various activities, ranging from research initiatives to business growth.

  • Participation in research projects and publications (impact of climate risk on credit assessments...)
  • Knowledge management (monitoring of regulatory and technological developments)
  • Business development (structuring and promoting commercial offers, responding to tenders...)
  • Facilitating training sessions (both internal and external)

Candidate Profile

We are seeking candidates who have graduated from an engineering school or hold a Master's degree in Financial Modeling and Statistics.

A minimum of 2 years of experience in credit risk modeling is required, along with proficiency in programming languages such as Python, R, SAS, etc.

Strong communication skills, the ability to manage stress effectively, and proficiency in English are crucial for this position.

If you are a proactive, service-oriented individual who thrives in a collaborative environment and possesses a natural curiosity, we encourage you to consider this opportunity with CAPTEO.