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Senior Quantitative Credit Analyst

Bank

8/11/2023

Permanent contract

Paris

Experienced

The Exiom Partners Adventure

The firm EXIOM Partners specializes in Financial Services for companies in the insurance and banking sectors, and works mainly in the fields of Finance, Risk and Compliance with its clients, both on the business side and on the IT side.

EXIOM Partners was founded in 2019 by former partners from major general practice firms, based on the idea of an innovative management model that conveys value for its clients and employees. Team spirit, commitment, independence and entrepreneurship guides the quality of our service and the development of our talents. The firm currently has 80 employees.

The diversity of expertise and profiles within the firm allows us to work in numerous areas (Risk Advisory, Actuarial, Quantitative Finance, Business and Organizational Transformation, etc.), and to support our clients who are faced with varied regulatory requirements in terms of modeling, reporting, compliance and governance, as well as an innovative technological environment (robotization, Big Data, etc.).

Job description

Join a real entrepreneurial adventure in finance! You will be attached to the quantitative division of Exiom, which currently has 20 employees and is involved in particular in modeling missions in market risk, credit risk as well as in the valuation of derivatives. As part of a close-knit team, you will work on various missions with banks and insurers on financial modeling and credit risk issues.

The missions offered in the largest banks and insurance companies in the French and European financial markets address topics requiring in-depth knowledge of the credit market as well as significant expertise in statistical modeling. The topics cover a very broad spectrum:

  • Development, validation or backtesting of credit risk models (PD, EAD, LGD),
  • Development of new data analysis tools via Machine Learning for risk monitoring or for decision support (scoring models, award policy, fraud detection, pricing, etc.),
  • Support in the implementation of stress exercises, credit tests (EBA, ICAAP,...),
  • Valuation of credit portfolios,
  • Support on regulatory projects (Basel II/ Basel III/Basel IV)
  • Participation in the development of internal tools (R&D).

Your profile

  • You are a graduate/graduate of a major engineering school or hold a specialized master's degree in financial mathematics, statistics or actuarial science,
  • You have between 3 and 7 years of experience in credit risk,
  • You are proficient in programming (C++, C#, Python, VBA, SAS, R, etc... ),
  • You are comfortable in an international professional environment and you speak French and English fluently,
  • You are interested in the idea of working in a “start-up” environment and in a young firm in a phase of strong growth.

Job to be filled now