IFRS 9 Credit Risk Research Intern

SCOR; France; Sur place; EUR 11 160 - 16 740; Plein temps

Résumé du poste

A leading global reinsurer is seeking an intern to join their Credit Risk team. This internship will involve analyzing credit risk models under the IFRS 9 framework and developing a research paper detailing assessments and proposed improvements. Ideal candidates should have strong analytical skills, knowledge of credit risk modeling, and be enrolled in a relevant quantitative Master's program. This opportunity allows for professional development in financial risk management and exposure to diverse investment strategies.

Qualifications

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

Responsabilités

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

Connaissances

Strong analytical capabilities

Good interpersonal skills

Knowledge of credit risk modelling

Interest in financial markets

Formation

Master of Science in Mathematics, Quantitative Finance, or related field

Outils

Python

MS Office (VBA)

SQL basic knowledge

Power BI

Description du poste

A leading global reinsurer is seeking an intern to join their Credit Risk team. This internship will involve analyzing credit risk models under the IFRS 9 framework and developing a research paper detailing assessments and proposed improvements. Ideal candidates should have strong analytical skills, knowledge of credit risk modeling, and be enrolled in a relevant quantitative Master's program. This opportunity allows for professional development in financial risk management and exposure to diverse investment strategies.