Permanent Contract

Analyste risque - Ingénieur Validation H/F

Modified on 23/11/2023

  • Massy (télétravail possible sur Montrouge 92) - France
  • Risk Management / Control
  • 2022-64895

Job description

Vous rejoindrez la division Risk Management Group. Vous intégrerez le Pôle Validation et aurez pour mission de contribuer à la validation des modèles (acceptation, recouvrement, comportements, provisionnement, stress test).

Ces modèles peuvent être des modèles de score, des modèles économétriques ou s’inscrire dans les nouvelles approches ‘Data Science’.

Plus spécifiquement, il s’agira de :

- Produire une revue indépendante des modèles développés par les équipes de modélisation au sein des entités.

 

- Rédiger un avis quant à la conformité de la documentation par rapport aux éléments requis par la guideline de validation qui intègre des recommandations et des plans d’action en cas de faiblesse du modèle analysé ; 

- Analyser les différents programmes (SAS, Python, R) utilisés par la modélisation lors du développement 

- Organiser les comités/réunions avec les équipes de modélisation au cours du processus de validation afin d’échanger sur la documentation et de statuer sur la validation  

- Maintenir une veille efficace sur les nouvelles techniques de modélisation et adapter le guide de validation si nécessaire 

- Accompagner les entités dans l’élaboration de leur dossier de validation et collaborer de manière générale au fonctionnement de la ligne métier « validation de modèle », notamment avec Crédit Agricole S.A..

Ces missions pourront donner lieu à des déplacements occasionnels.

Complément

Possibilité de télétravail sur Montrouge (92)

    • Starting date
    • 01/12/2023
    • Position with management
    • No
    • Executive / Non Executive
    • Cadre
    • Minimum level of study
    • Postgraduate degree – MA/MSc/PhD/Doctorate or equivalent
    • Training / Specialization
    • Ecole d'ingénieur, Formation universitaire en statistiques et Data science
      Expérience en modélisation souhaitée
    • Minimum experience level
    • 3-5 years
    • Compétences recherchées
    • -  Maîtrise de la modélisation statistique et économétrique -  Connaissance de la réglementation prudentielle (Bâle) et des normes comptables (IFRS9)-  Maîtrise des outils de calculs statistiques (SAS, Python, R)-  Qualités rédactionnelles et esprit de synthèse.
    • Languages
    • anglais opérationnel (usage régulier)
  • Crédit Agricole Personal Finance & Mobility, a wholly-owned subsidiary of the Crédit Agricole Group, is a leader in personal finance and a provider of access to all mobility solutions in Europe. It distributes these solutions directly to individuals, at the point of sale or on its partners' e-commerce platforms, a wide range of financing solutions. These amortizing credit, revolving credit, leasing and credit repurchase solutions - with associated services including insurance, split payment solutions and services dedicated to mobility, aim to meet the challenges of energy transition in mobility, housing and consumption. Crédit Agricole Personal Finance & Mobility aims to be the leader in electric mobility in Europe and offers a continuum of mobility in the 22 countries where it operates (leasing, medium and short-term rental, subscription, car-sharing, installation of charging stations, etc.). Joining CA Personal Finance & Mobility at Crédit Agricole means having the opportunity to access this very wide range of professions and expertise. For the first time in France, CA Personal Finance & Mobility has been awarded the Best Work Places label and ranks among the 10 best companies with more than 2,500 employees where it is good to work. Working every day in the interest of society, our Group is committed to diversity and inclusion. To find out more on our Diversity Policy, click here: https://www.credit-agricole.com/en/pdfPreview/198689

Crédit Agricole Personal Finance & Mobility
Crédit Agricole Personal Finance & Mobility
Crédit Agricole Personal Finance & Mobility

Crédit Agricole Personal Finance & Mobility

Analyste risque - Ingénieur Validation H/F

Published the 07/11/2023

Permanent Contract
  • Massy (télétravail possible sur Montrouge 92) - France
  • Risk Management / Control
  • 2022-64895
Join
-us

Our advantages

Work-life balance

Laure, employee at CA Personal Finance & Mobility: “CA Personal Finance & Mobility offers us daily support in maintaining a work-life balance: a concierge service for all our needs, a fitness room for our well-being, childcare solutions, moments of intellectual exchange and development with conferences, on-site artist visits, etc. CA Personal Finance & Mobility does everything it can to help us save time on our constraints: real convenience.”

CA Personal Finance & Mobility is committed

Solidarity Programme for calls for proposals, donating a day to sick children, crowd-funding to support non-profits.

Quality of life

By providing a pleasant environment for its staff, CA Personal Finance & Mobility aims to promote a comfortable working life for everyone and emphasises the personal development of all.

Mobility

Internal mobility is strongly encouraged, both for young graduates and experienced employees. You can choose to pursue your career within CA Personal Finance & Mobility and its subsidiaries, as well as within the entire Crédit Agricole Group, both in France and abroad.

Work-life balance

Laure, employee at CA Personal Finance & Mobility: “CA Personal Finance & Mobility offers us daily support in maintaining a work-life balance: a concierge service for all our needs, a fitness room for our well-being, childcare solutions, moments of intellectual exchange and development with conferences, on-site artist visits, etc. CA Personal Finance & Mobility does everything it can to help us save time on our constraints: real convenience.”

CA Personal Finance & Mobility is committed

Solidarity Programme for calls for proposals, donating a day to sick children, crowd-funding to support non-profits.

Quality of life

By providing a pleasant environment for its staff, CA Personal Finance & Mobility aims to promote a comfortable working life for everyone and emphasises the personal development of all.

Mobility

Internal mobility is strongly encouraged, both for young graduates and experienced employees. You can choose to pursue your career within CA Personal Finance & Mobility and its subsidiaries, as well as within the entire Crédit Agricole Group, both in France and abroad.

Work-life balance

Laure, employee at CA Personal Finance & Mobility: “CA Personal Finance & Mobility offers us daily support in maintaining a work-life balance: a concierge service for all our needs, a fitness room for our well-being, childcare solutions, moments of intellectual exchange and development with conferences, on-site artist visits, etc. CA Personal Finance & Mobility does everything it can to help us save time on our constraints: real convenience.”

CA Personal Finance & Mobility is committed

Solidarity Programme for calls for proposals, donating a day to sick children, crowd-funding to support non-profits.

Quality of life

By providing a pleasant environment for its staff, CA Personal Finance & Mobility aims to promote a comfortable working life for everyone and emphasises the personal development of all.

Mobility

Internal mobility is strongly encouraged, both for young graduates and experienced employees. You can choose to pursue your career within CA Personal Finance & Mobility and its subsidiaries, as well as within the entire Crédit Agricole Group, both in France and abroad.

These offers may interest you!