Quantitative Risk Modelling Expert

il y a 3 jours


Paris, Île-de-France Selby Jennings Temps plein

Job Summary:

We are seeking a highly skilled Quantitative Risk Modeller to join our team at Selby Jennings. As a key member of our risk management consultancy, you will play a pivotal role in advising and supporting clients within the banking sector.

About the Role:

This is an exciting opportunity to work with a dynamic and experienced team of professionals, collaborating closely with clients to craft tailored solutions that enhance both technical skills and entrepreneurial mindset.

Key Responsibilities:

  • Develop and validate diverse credit models, including rating, granting, and A-IRB models, in addition to IFRS9 provisioning models and portfolio analysis.
  • Spearhead the integration of cutting-edge Business Intelligence and Machine Learning tools for advanced statistical modelling.
  • Provide invaluable support in defining and implementing stress testing methodologies.
  • Ensure compliance with regulatory directives such as Basel III/IV, and contribute to prudential reforms.
  • Conduct thorough reviews of model risk systems within the framework of Model Risk Management (MRM).
  • Offer expertise on regulatory initiatives pertaining to climate risk management.
  • Seize occasional opportunities to contribute to projects across European countries, based on mobility.

Key Requirements:

  • Graduate from a leading engineering school or university, specializing in quantitative finance or risk management (e.g., X, MINES, CENTRALE, ENSAE, ENSAI, Master ESA).
  • Possess a minimum of 3 years of substantial professional experience in consulting firms or financial institutions in France.
  • Proficiency in quantitative and statistical analysis tools such as SAS, Python, R, Matlab, and SQL.
  • Demonstrate exceptional organizational skills, rigor, and autonomy.
  • Fluency in both written and spoken French and English.

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