Senior Credit Risk Modeler

How do we envision you?

• At least 2 years of experience in credit risk modelling.
• Knowledge of the financial sector.
• High level of English.

What is it like to work at Deloitte?

🤩 High-impact projects where you will have a long career and learning path

☯️ Hybrid-flexible day-to-day: you will have flexible hours and a good balance between remote work and teamwork in our offices or those of our clients

⚽ Good atmosphere inside and outside the office: you will enjoy several team-building activities per year, cultural and sports activities... and much more!

🧘♀️ Comprehensive well-being: take care of yourself with our physical, mental, and financial health program... and with a medical team in the offices!

🤲 Social impact: You can sign up for a large number of national and international volunteering opportunities and pro-bono projects to put your time and talent at the service of those who need it most

🗣️Feedback and continuous learning culture: you will grow in an inclusive environment where equal opportunities and your personalized training plan will boost your development. Can you already see yourself at the Deloitte University in Paris?

🤝 Exclusive benefits for being part of Deloitte: you will be able to enjoy a wide catalog of benefits and a comprehensive flexible compensation plan

Imagine yourself participating in the transformation of the leading national and international organizations?

At Deloitte, we are committed to making an impact on society, our clients, and you.

We are looking for a person to join our Credit Risk Modelling team, within the Banking Risk area, immediately.

What is the challenge?

Your objective will be to collaborate with the model departments of the main financial institutions at a national level. Your main responsibilities will include:

• Modelling PD, LGD, EAD and prepayment parameters under IFRS9 regulations.
• Modelling PD, LGD and EAD parameters under CRR regulations (REGULATION (EU) No 575/2013).
• Modelling scoring and rating models, for the admission and monitoring process of operations.
• Building macroeconomic models, for use in scenario projection.
• Analysing macroeconomic scenarios, and their inclusion in IFRS9 models.
• Using model development tools: SAS, R, Python and machine learning techniques.
• Functional support for the most relevant topics and technical review for other team members.
• Functional and technical documentation of the estimation process.
• Support and interaction with the client. Reporting of results.