Quant Consultant - Credit Risk Modeling

Quant Consultant - Credit Risk Modeling

Quant Consultant - Credit Risk Modeling 1 1 Quanteam
  • CDI
  • Paris

Quantitative Finance

offer details

We are currently recruiting a quantitative analyst consultant in charge of credit risk modeling.


In order to support the development of the Quanteam Group's Quant Practice, you will be required to manage or carry out assignments in :

Modeling and operational implementation of credit risk models (PD, LGD, CCF, EAD) within the framework of Baloise regulation (III / IV) and/or as part of a corrective plan, including preparation of validation files for the ECB:

  • Score development ;
  • Supporting Risk Management teams in their model review work (data quality, modelling, calibration, etc.) and in reviewing the work of the teams in charge of modelling;
  • Definition and implementation of periodic stress tests / back tests and updating of recovery plans in banking institutions;
  • Support for audit/inspection teams in reviewing modeling and model risk management (tiering/scoring of models, definition of multi-year audit plans, carrying out audits, etc.).
  • Assisting companies in the financial and non-financial sectors in their work to implement IFRS 9;
  • Integration of the various categories of physical climate risk (flooding, forest fires, storms, etc.) or the economic effects of the transition to a low-carbon economy into the components of credit risk...

In addition to your duties, you will play an active part in the life of the firm through various projects:

  • Develop our service offering and support our team in charge of the banking sector in their sales efforts;
  • Support our consultants in their technical or personal development (training, publication of articles, etc.);
  • Methodological, technical and standards watch and R&D work.


With a quantitative background (Master's 2 or PhD), you ideally have a first successful experience in banking and/or consulting.


You have developed recognized expertise either in modeling, model risk management, independent validation or audit / general inspection positions.

You are proficient in the main modeling languages (SAS, R, Python).

You're a team player, open-minded and analytical, and you'd like to join a motivating professional environment.


Quanteam is handi-accommodating and is committed to professional equality, gender diversity and diversity. It is open to all talents, and therefore encourages anyone with the skills mentioned in this offer to apply.
Quanteam offers a business model based on responsibility, commitment and responsible management, and is committed to sustainable development and respect for the environment.

About Quanteam

Quanteam (part of the Rainbow Partners Group) is a consulting firm specializing in the Banking, Finance and Financial Services sectors.

Our 740 consultants, from 35 different nationalities, are based in Paris, Lyon, London, New York, Montreal, Geneva, Lisbon, Porto, Brussels and Casablanca.

With its dual business and IT skills, Quanteam supports its key account customers (corporate and investment banks, asset management companies, private and retail banks, securities custodians, etc.) throughout the Front-to-Back chain, in the evolution of their business activities and in their Transformation projects.

Our teams are organized around 5 areas of expertise:

  • Quantitative Finance
  • Risk, Compliance and Regulatory Affairs
  • Operations and Finance
  • Transformation and Organization
  • IT and Information Systems

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To apply, send your CV and covering letter by e-mail to guillaume.bastide@rainbowpartners.com

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