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Job Description
You are joining our Forward-Looking & Stress Test Modeling (FLSTM) team, which is looking for a Quantitative Analyst, for an internship of 6 months from March .
In collaboration with your tutor, your main tasks will be:
The quantitative modeling of individual risk parameters (PD, LGD, CCF...),
Credit risk rating methodologies to say expert,
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Projection methodologies (Stress tests and IFRS9),
The modeling of operational risk and non-financial risks (climate risk),
Measures of economic capital, credit (for default, concentration...) and non-financial risks.
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