Quantitative Risk Analyst
il y a 1 semaine
RiverBank’s mission is to be the digital bank that makes financing to SMEs and Real Estate professionals easy.
From our offices in Amsterdam, Paris and head-office in Luxembourg we act as a niche lending specialist. Our core focus is to grant loans to Small and Medium Enterprises and Real Estate Investors in Europe using a fast, flexible and reliable IT platform.
RiverBank operates under a full and universal European Banking License delivering a one-stop shop approach in the entire EU.
As a young company, the talent and passion of our people is critical to our success. Together, we share a common set of values rooted in integrity, excellence and strong teamwork. RiverBank offers an entrepreneurial environment within the regulatory banking framework - a place for people to learn, to achieve and grow. Our culture promotes diversity and individual perspectives in an international environment, represented by more than 10 nationalities.
**RiverBank is recruiting an ambitious Quantitative Risk Analyst.**
You will assess internal models used for credit risk scoring, pricing and risk analytics to order to keep the Bank at the forefront of market and regulatory developments in quantitative risk modelling and credit risk assessment.
You will couple technical expertise with strong business judgment to make the right decisions about model development and build a team to solve challenging business problems using advanced statistical methods including AI, ML and quantitative analytics.
- **Core Responsibilities**:_
- Contribute in the design of new algorithms for credit scoring and risk pricing across various business domains
- Challenge and enhance the existing ML algorithms for credit scoring and pricing
- Ensure models are fit for purpose through development of model performance monitoring (via accuracy metrics, business KPIs, etc.) and recalibrate or redevelop these models when necessary
- Establish model validation framework (e.g. predictive analytics, data analysis, back-testing, outcome analysis)
- Partner with Data Scientists/Engineers to implement new ideas and algorithms in the business value chain
- Establish solid data governance framework and responsibilities for data ownership across involved departments
- Support development of analytical tools for the Risk department
- Support integration of new models and products into the Bank’s infrastructure and on-going enhancements
- **Skills and Competencies**:_
- At least 4 years of relevant experience in a similar role preferably in the Fintech industry
- Highly quantitative background with an advanced degree in an analytical discipline (e.g. Mathematics, Computer Science, Physics, Statistics) and a deep understanding of statistical methods and machine learning algorithms
- Hands-on experience in developing applied Data Science modelling and solution design for real business needs and uses
- Model validation experience
- Solid programming skills e.g. Python, R and proficiency in database technologies e.g. SQL
- Knowledge of financial and banking instruments, where experience in digital lending would be advantageous
**Job Types**: Full-time, Permanent
Status: Cadre
**Experience**:
- relevant: 4 years (required)
**Language**:
- English (required)
-
Quantitative risk analyst
il y a 3 jours
Paris, France SGS Société Générale de Surveillance SA Temps pleinQUANTITATIVE RISK ANALYST Design econometric, statistical, and Machine Learning models for risk prediction at the bank. Are specialised maths and statistics your preferred playing field? Do you enjoy juggling different equations? As a Quantitative Risk Analyst, you will develop tools for managing the bank’s risks, such as rating models used by Front...
-
Analyste Quantitatif Counterparty Risk Modelling
il y a 2 semaines
Paris, France Natixis Temps plein**Description de l’entreprise**: Acteur financier d'envergure internationale, Natixis Corporate & Investment Banking met à disposition des entreprises, institutions financières, sponsors financiers, souverains et supranationaux une palette de services en conseil, investment banking, financements, banque commerciale et sur les marchés de capitaux. Ses...
-
Senior Quantitative Risk Analyst – Paris
il y a 1 jour
Paris, France Bank of America Temps pleinA global financial institution in Paris is seeking a Senior Quantitative Financial Analyst to conduct quantitative analytics and lead model development for risk management projects. The role involves collaborating with teams to validate models, supporting regulatory projects, and performing statistical analysis. Ideal candidates possess an advanced degree...
-
Analyste Quantitatif Counterparty Risk Modelling
il y a 7 jours
Paris 13e, France NATIXIS Temps pleinDescriptif du poste Vos principales missions sont: - Conception, développement des méthodologies de calcul d'exposition du modèle : estimation du collatéral théorique, amortissement des IA/IM, netting and margin agreement - Développement/amélioration des modèles de diffusion sur une ou plusieurs classe d'actif - Méthodologies de model monitoring -...
-
LGD Credit Risk Quantitative Analyst
il y a 1 semaine
Paris, France Natixis Temps pleinUne institution financière internationale recherche un(e) Credit Risk Quantitative Analyst à Paris. Dans ce rôle, vous participerez aux exercices de révision des modèles de LGD et collaborerez avec des experts en risques. Une expérience d'au moins 3 ans dans un domaine similaire et une formation en statistiques et mathématiques sont requises. Vous...
-
Senior Quantitative Risk Modeller: Markets
il y a 1 semaine
Paris, France Jordan martorell s.l. Temps pleinA leading global bank is seeking a quantitative risk analyst in Paris to contribute to risk methodology projects and enhance internal models. The successful candidate will collaborate with diverse teams, handle quantitative analysis, and have proficiency in C# or C++. A strong academic background, preferably a PhD, is required along with a solid...
-
Analyste Quantitatif Counterparty Risk Modelling
il y a 1 semaine
Paris, France Natixis Temps pleinActeur financier d'envergure internationale, Natixis Corporate & Investment Banking met à disposition des entreprises, institutions financières, sponsors financiers, souverains et supranationaux une palette de services en conseil, investment banking, financements, banque commerciale et sur les marchés de capitaux. Ses équipes d'experts, présentes dans...
-
Quantitative Risk Analyst
il y a 2 semaines
Paris, France Emérique & Partners Temps pleinSouhaitez-vous rejoindre un environnement international dans le domaine du risque lié à l'Asset ? Avez-vous l'ambition de rejoindre un poste stratégique au cœur du business ? Disposez-vous d'une appétence pour les mathématiques/statistiques ? Si oui, lisez ce qui suit: Notre client, groupe bancaire à Paris, recherche un Quantitative Risk Analyst afin...
-
Quantitative Risk Analyst
il y a 2 semaines
Paris, France Emérique & Partners Temps pleinSouhaitez-vous rejoindre un environnement international dans le domaine du risque lié à l'Asset ? Avez-vous l'ambition de rejoindre un poste stratégique au cœur du business ? Disposez-vous d'une appétence pour les mathématiques/statistiques ? Si oui, lisez ce qui suit: Notre client, groupe bancaire à Paris, recherche un Quantitative Risk Analyst afin...
-
Analyste Quantitatif Risque de Crédit
il y a 3 jours
Paris, France BNP Paribas Temps plein**Analyste Quantitatif Risque de Crédit H/F** **CONCRÈTEMENT VOTRE QUOTIDIEN ?**: En tant qu’Analyste Quantitatif Risque de Crédit H/F au sein de l’équipe Global Credit - Model Design de RISK Global Framework - Risk Models & Regulatory: Vous concevrez des modèles d'estimation de risque de crédit (PD, LGD, EAD). Vous construirez les bases de...
