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Senior Quantitative Analyst

Il y a 3 mois


Greater Paris Metropolitan Region, France Crédit Agricole Personal Finance & Mobility Temps plein

Position Title: Senior Quantitative Analyst - IFRS 9 Specialist

Crédit Agricole Personal Finance & Mobility, a prominent entity within the Crédit Agricole Group focusing on consumer financing, stands as a leading provider of financial solutions across Europe. The organization offers a diverse array of products and services both domestically and internationally.

Within the Risk Management division, the Quantitative Risk team (QRI) undertakes a variety of critical functions, including:

  • Evaluating risks across multiple areas, particularly in statistical provisioning methodologies
  • Overseeing activities in France related to the development of regulatory models, managing Basel 2 frameworks for international branches, facilitating the transition to advanced methodologies, as well as model validation and backtesting
  • Generating analyses on risk costs and portfolio dynamics, and presenting insights to governance bodies
  • Establishing IFRS 9 provisioning standards, calculating relevant parameters, and integrating macroeconomic data into models
  • Conducting stress testing in accordance with regulatory requirements
  • Providing support to entities both in France and internationally on the aforementioned topics
  • Communicating the significance, progress, and efficacy of IFRS 9 credit risk models
  • Engaging in the development and examination of credit risk modeling pertaining to IFRS 9
  • Collaborating closely with European subsidiaries, assisting CACF subsidiaries in the evolution of IFRS 9 models
  • Maintaining vigilance regarding methodologies and regulatory standards related to IFRS 9 and Basel regulations

Qualifications:

  • Master's degree or higher in statistics, econometrics, applied mathematics, or actuarial science from reputable institutions
  • A minimum of 3 years of experience in risk management, with a preference for exposure to IFRS 9
  • Proficiency in SAS, Python, and database management
  • Operational proficiency in English
  • Strong analytical and synthesis skills, coupled with excellent interpersonal abilities

Essential Skills:

  • Comprehensive understanding of Basel regulations and IFRS 9
  • Expertise in the development of risk models, particularly those related to IFRS 9
  • Capability to manage complex projects involving multiple stakeholders in an international environment

Work Arrangement: Remote work options available