My client is a leading financial services institution in Paris, working with leading French businesses helping them to succeed and prosper. As a leading financier and provider of liquidity, it is rapidly enhancing it’s status as a centre of excellence in their respective field fully supported by the European Banking Authority.

Their Quantitative Modelling team now seek a Credit Risk Modeller / Credit Risk Quant freelancer to assist on credit risk modelling development for a one year contract.

• Helping  to develop and maintain the PD and LGD models
• LGD in Default – ELBE
• Retail and Corporate portfolios
• Design and development of new models
• Backtesting
• Regulatory environment based on Basel 2/3, IFRS 9
• The technical environment is based on Matlab and R, however, we are seeking contractors comfortable working predominantly with Matlab for this mission

Whilst French speakers would be ideal/better suited, non-French speakers could be considered if they show considerable skills.

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