Analyst

The mission of a Lead Expert is varied and hinge upon the strengthening of regulatory and accounting requirements related to the supervision and monitoring of risk models. In this context, you will be responsible for conducting internal model reviews (validation of the modeling, backtesting, etc.) that have been developed by the Group’s modeling entities.

Your main missions will be:

1. End to end responsibility of modeling validation missions, based on the planning and framework
2. Interact with the modeling entities
3. Analyze and test methods by using both technical knowledge and critical thinking.
4. Conduct quantitative reviews (statistics).
5. Be vigilant in the analysis of the regulatory compliance, robustness and performance of these models.
6. Contribute to the composition of a validation report in order to communicate the conclusions of the review mission.
7. Contribute and present the results of the review at the Models Committee
8. Ensure adequate documentation and archiving of the analysis carried out.
9. Mentoring Junior team members.
10. The Manager works on many different topics such as: retail or wholesale credit risk (PD models, CCF models, LGD models, stress tests…), market risk models (VaR/SVaR/FRTB, EEPE, CVA, SIMM, IRC/CRM...), models developed under the IFRS 9 framework, models developed to comply with US regulatory requirements.
11. Strong Project Management skills
12. Excellent Communication Skills.