Credit Risk Intern: IFRS9 Analytics & Modeling

SCOR; Paris; Sur place; EUR 16 000 - 22 000; Plein temps

Résumé du poste

SCOR Group Investment Office in Paris is offering an internship in the Credit Risk team to analyze IFRS 9 frameworks and develop a simplified, comprehensive model for Expected Credit Losses on SCOR’s invested assets. You will collaborate with experts across the function to assess methodologies and potential improvements.

You will work on a diverse portfolio, applying Python, SQL and Power BI to support a formal research paper with quantitative analysis on a representative asset mix.

Qualifications

• Experience in Finance or Academic research in Finance is preferred.
• Strong analytical capabilities and rigor.
• Good interpersonal skills and multicultural awareness.
• Knowledge of credit risk modelling (PD, LGD, EAD).
• Fluent in English; strong writing and synthesis skills.

Responsabilités

• Conduct a comprehensive methodological review of credit risk models (Default Probability, Loss Given Default, staging), assess assumptions, limitations, and improvements, and produce a structured IFRS 9 paper.
• Simulate IFRS9 accounting calculations using PD-based models based on findings from the review.

Connaissances

Credit risk modelling

Python

Power BI

SQL

Formation

Master of Science in Mathematics / Quantitative Finance

PhD in quantitative finance (welcome)

Outils

Bloomberg

Moody's Analytics

Description du poste

SCOR Group Investment Office in Paris is offering an internship in the Credit Risk team to analyze IFRS 9 frameworks and develop a simplified, comprehensive model for Expected Credit Losses on SCOR’s invested assets. You will collaborate with experts across the function to assess methodologies and potential improvements.

You will work on a diverse portfolio, applying Python, SQL and Power BI to support a formal research paper with quantitative analysis on a representative asset mix.