Wholesale Credit Risk, Loan Loss Forecasting, IFRS 9
On-site · Paris, Île-de-France, France
Job Summary
Associate within Wholesale Credit Risk - IFRS 9/ICAAP production for Legal Entity portfolio. Responsible for participating in IFRS 9 production, building/enhancing loss forecasting frameworks, performing quantitative analysis on portfolios, supporting regulatory stress testing exercises and risk analytics, collecting and synthesizing data, and presenting insights to technical and senior-management audiences. Develop knowledge of ICAAP and IFRS 9 platforms, collaborate with Legal Entity Credit Risk, Finance, Quantitative Research and Technology to enhance existing wholesale loan stress models, and apply regulatory requirements to optimize stress testing approaches.
Required Qualifications
- Bachelor’s degree in Economics, Finance, Math/Statistics or other STEM majors
- Fluency in English
- Proficient in analyzing large data sets using Tableau and Excel
- Analytical mindset and strong problem-solving abilities
- First experience in IFRS 9 modelling
- Excellent communication skills, verbal as well as written
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