Credit Risk Intern: IFRS9 Analytics & Research

SCOR Group; Paris; Hybride; EUR 12 000 - 19 000; Plein temps

Résumé du poste

SCOR Group is offering an internship in the Group Investment Office, Credit Risk Team, to develop a simplified and comprehensive model for Expected Credit Losses under IFRS 9. The role involves reviewing models, assessing assumptions, and producing a structured research paper with quantitative analysis on a representative portfolio.

The intern will work with asset managers, risk experts and IT, gaining exposure to multiple asset classes and IFRS 9 framework while developing hands-on risk

Qualifications

• Experience in Finance or academic research in Finance is preferred.
• Strong writing and synthesis skills.
• Fluent in English, both written and spoken.

Responsabilités

• Conduct a methodological review of credit risk models under IFRS 9.
• Simulate IFRS9 accounting calculations using PD-based models.

Connaissances

Strong analytical abilities

Interpersonal skills

Multicultural awareness

Team collaboration

Formation

Master of Science in Mathematics or Quantitative Finance

Top engineering school background

PhD candidate welcome

Outils

Python

SQL

Power BI

MS Office (VBA)

Description du poste

SCOR Group is offering an internship in the Group Investment Office, Credit Risk Team, to develop a simplified and comprehensive model for Expected Credit Losses under IFRS 9. The role involves reviewing models, assessing assumptions, and producing a structured research paper with quantitative analysis on a representative portfolio.

The intern will work with asset managers, risk experts and IT, gaining exposure to multiple asset classes and IFRS 9 framework while developing hands-on risk