Data Scientist – Credit Risk Modeling
Younited
full-time
Posted on:
Location Type: Hybrid
Location: Paris • France
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About the role
- Develop and maintain PD/LGD/EAD models for both new origination and portfolio risk management.
- Integrate feedback from our institutional investor base (e.g. on performing and non-performing loans), and rating agencies in the modelling process.
- Deploy model in production using our modern stack (Python, DBT, BigQuery).
- Ensure full model documentation aligned with internal validation and audit requirements.
- Ensure model outputs are correctly feeding into credit risk monitoring and integrating in Younited data platform.
- Provide insights to the Local Business Units and to the rest of the risk team regarding the evolution of credit risk.
- Drive the half-yearly assumption review committee with the CEO, CRO, CFO, upon which the PD/LGD/EAD parameters are validated.
- Support model validation reviews, audits, and regulatory inspections.
- Collaborate on defining and prioritizing the credit risk modeling roadmap in line with group strategy.
Requirements
- Master’s degree or PhD in quantitative fields such as statistics, mathematics, data science, or engineering
- 2 to 5 years of experience in credit risk modeling, with hands-on involvement in PD/LGD/EAD model development
- Proficient in SQL & python
- Strong analytical rigor, autonomy, attention to detail, and ability to work in cross-functional teams
- Excellent communication skills in both written and spoken English
- Comfortable working in a fast-paced environment with international collaboration (including auditors and group-level stakeholders)
Benefits
- Offices located in the heart of Paris (9th arrondissement)
- An international work environment and the opportunity to go on assignments in our offices abroad (Barcelona, Lisbon, Rome)
- An entrepreneurial mindset and strong team spirit
- Personalized managerial and HR support during onboarding and throughout your Younited journey
- A continuous learning environment with access to internal and external training, an e-learning platform, and “Friday workshops” within the Tech team to support everyone’s development
- A strong focus on work-life balance
- A parenthood charter to support all family-related projects, with key measures
- Special leave for major life events, often more generous than legal requirements
- A hybrid remote work policy: 2 to 3 days of remote work per week depending on the team, and the option to work fully remotely for one week twice a year
- 33 days paid holiday, i.e. 8 more than the statutory 25 days (instead of the traditional RTT)
- Access to the Wellpass platform (formerly Gymlib) with over 4,000 fitness and wellness activities across France at a discounted rate
- Meal vouchers (€10 per day, 60% covered by the company)
- Team buildings in France (Summer Party & Winter Party), abroad, and within your team
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
credit risk modelingPD model developmentLGD model developmentEAD model developmentSQLPythondata analysismodel validationstatistical analysisdata science
Soft skills
analytical rigorautonomyattention to detailcross-functional collaborationcommunication skillsadaptabilityteamworkproblem-solvingorganizational skillsleadership