Credit Risk Modeller – Matlab – Leading Bank

Contract
Paris, France
Posted 1 month ago

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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 seeks Credit Risk Modeller / Credit Risk Quant freelancers 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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Job Features

Job CategoryBanking
Base Salary€ Highly Competitive Daily Rate
Job Expiry2020-05-31

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