SAS / Basel II Consultant
As part of the strengthening of Basel 2 modelling teams, towards obtaining IRBA compliance for new identities following their recent integration, you will be working within the risk management divisions of major Paris based banking institutions.
These projects foresee different levels of operation:
- Back-testing of scoring models and various Basel parameters;
- Calculating/estimating Basel II parameters (RWA, PD, LGD, EAD, CCF…);
- Validating and revising the credit notation model.
Is this project fitting for you?
- BAC +5 degree in statistics/econometrics/mathematics.
- Experience ranges from junior to confirmed (2/3 years) in the credit risk and Basel modelling domain,
- Excellent command of the SAS statistics tool (base/macro).
Your key assets:
- Good interpersonal relations, with excellent analytical abilities and self-determination,
- Proficiency in English is essential.
Learn more about Quanteam
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