Credit Risk Modeling Manager – Financial Services
EY
full-time
Posted on:
Location Type: Office
Location: Lille • 🇫🇷 France
Visit company websiteJob Level
Mid-LevelSenior
Tech Stack
Python
About the role
- Supervise credit risk modeling activities on behalf of a leading financial institution.
- Work on model maintenance, backtesting and monitoring of credit risk models for client segments such as Corporate, Public Sector Entities, and project finance.
- Perform reviews of PD, LGD and IFRS 9 ECL models across all client segments.
- Participate in transformation projects, collaborating with quantitative teams from major institutions (Banks, Asset Managers or Insurance companies) and with other EY practices (Audit, Tech, Data, AI, ...) within an international network.
Requirements
- Master’s degree from an engineering school and/or a university degree with a specialization in Data Science and/or Statistics.
- Internship experience and/or initial professional experience in a financial environment (Banking, Insurance, Asset Management).
- Programming skills: Python, SAS, R, ...
- Fluent English (written and spoken).
- Rigor, autonomy and the ability to work to tight deadlines.
Benefits
- Development of your skills and unique experiences within a diverse and inclusive working environment.
- A flexible working environment #Smartworking@EY
- The opportunity to discover other cultures by working with globally connected teams and through our international mobility programs #Mobility4U.
- A meal voucher card and reimbursement of your public transport subscription up to 75%.
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
credit risk modelingmodel maintenancebacktestingmonitoringPD modelsLGD modelsIFRS 9 ECL modelsPythonSASR
Soft skills
rigorautonomyability to work to tight deadlines
Certifications
Master’s degreeuniversity degree in Data Scienceuniversity degree in Statistics