Credit Risk Intern – IFRS9 Modeling & Analysis

SCOR UK Company Limited; Paris; Sur place; EUR 11 160 - 16 740; Plein temps

Résumé du poste

A leading global reinsurer is offering a full-time internship in its Credit Risk team in Paris. The intern will contribute to assessing and monitoring credit risk under the IFRS 9 framework, participating in the review of credit risk models, and producing a comprehensive research paper. Candidates should be pursuing a Master's or PhD in a quantitative field with strong analytical capabilities and knowledge of credit risk modelling. A solid understanding of financial markets and good team spirit are essential.

Qualifications

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

Responsabilités

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

Connaissances

Analytical capabilities

Good interpersonal skills

Knowledge of credit risk modelling

Proactivity

Team spirit

Python

MS Office (VBA)

SQL

Power BI

Formation

Master's degree in Mathematics or Quantitative Finance

PhD students in quantitative finance

Description du poste

A leading global reinsurer is offering a full-time internship in its Credit Risk team in Paris. The intern will contribute to assessing and monitoring credit risk under the IFRS 9 framework, participating in the review of credit risk models, and producing a comprehensive research paper. Candidates should be pursuing a Master's or PhD in a quantitative field with strong analytical capabilities and knowledge of credit risk modelling. A solid understanding of financial markets and good team spirit are essential.