Multi-agent systems risk analyst LLM

Vos missions au quotidien

The Risk Modeling Department (MDR) of the Risk Management Division is seeking a Risk Analyst to join the Credit Modeling team (Credit Economics). The team is currently expanding its range of credit risk models by implementing default and loss models in line with the latest market developments and regulatory recommendations. Your main responsibilities will include:

• Develop, among other things, algorithms for selecting variables for the learning algorithm for predicting defects/loss given default.
• Calibrate and/or recalibrate credit risk models
• Studying the compliance of multi-agent systems with the benchmark
• Propose methodological improvements to the model
• Collaborate with the Credit Modeling team and other teams in the Risk Modeling department.

Et si c'était vous ?

• You have a five-year degree, a master's degree in market finance, a master's degree in quantitative methods, econometrics, or a similar field.
• You have at least 2 years of experience in a similar environment.
• You have solid knowledge of market finance.
• You have a good command of econometric and statistical methods.
• You are comfortable with English (reading and writing)

Plus qu'un poste, un tremplin

Join us and let your ambitions grow! In this demanding profession, we offer you a specific training program: 6 months of work-study in our teams, followed by 6 months of training.

Pourquoi nous ?

• A meaningful corporate culture, a career path rich in challenges
• Access to a wide range of career paths
• Concrete actions to promote equal opportunities
• A wide range of training courses related to our professions
• A stimulating and dynamic work environment
• Development of recognized expertise