Credit Risk & Market Consultants – Modeling & Stress Testing
Duration: Minimum 1 year | Start date: Mid-January 2026 | Location: Paris | Daily rate: Varies depending on experience
We are looking for several profiles risk consultants (junior to senior) on behalf of one of our banking clients, as part of a project strengthening and industrialization of risk models.
Context
Within a department specializing in Risk Modelling, Quantification and Defaults (RMQD), the teams wish to strengthen their system for supporting modeling, stress testing and backtesting work, in a context of transformation of tools and automation of processes, with a strong use of Python.
Roles and responsibilities
Depending on your level of seniority, you will be involved in all or part of the following tasks:
- Implementation of backtests and of stress tests
- Contribution to the work ICAAP
- Modeling of credit and/or market risks
- Automation and improvement of existing calculation processes
- Participation in modeling tool transformation projects
- Project-based work in interaction with internal teams
Required Skills
Functional:
- First significant experience in credit and/or market risk
- Good understanding of regulatory and prudential issues
- Experience in a banking or insurance environment
- Ability to work in project mode
Techniques:
- Mastery of Python applied to modeling
- Solid foundation in statistics and quantitative modelling
- Experience or exposure to subjects in stress testing, backtesting, ICAAP
- Sensitivity to automation and model optimization
Mission Details
- Duration: long-term assignment (12 months)
- Start date: as early as January
- Charge: full-time
- Mission location: France
- Status: Independent consultant / Freelance
- Daily rate: depending on profile
If you are ready to take on this challenge within a major project, please send us your detailed CV highlighting your relevant experience in relation to this mission.
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