Integrated to Retail Credit Risk Management department (CRM Retail), within Risk, Legal and Compliance division, your main missions are to support by bringing credit risk expertise the development of consumer lending business, lead data related and model development projects, and contribute to follow-up and steer credit risk.

Details of your main missions
Support to develop consumer lending business
You are in charge within CRM Retail team of the Personal Loan product:
*You manage in collaboration with business (Tribe Lending) adjustments to the Personal Loan credit risk policy for existing customers to support business development
*You lead within CRM Retail the project "consumer lending on-demand" by defining the credit policy and with operation collaboration the collection processes
Regulatory topics
You contribute to the implementation of regulatory projects for the personal loan product (Definition Of Default, Forbearance, Basel IV).
Data and models
*You lead within CRM Retail data related projects by bringing your expertise to define data needed and associated management rules.
*Upon the needs, you may have to develop models (application or behavior scorecards) upon the group methodology.
Credit risk follow-up and steering
*Using software SAS and internal tools, you manage data from internal system, to produce credit risk reports upon defined templates and with respect to due dates. You insure quality of data used to generate those reportings.
*You contribute to the preparation of presentations for committees (credit risk committee, provision committee…) and may intervene to present results.
*You pilot and control the implementation of the credit risk policy and insure that employed methods are compliant with regulations.
*You realize ad-hoc credit risk studies, analyze results and propose actions to optimize credit risk and business.
Profil

*Master's degree, specialized in statistics/econometrics, or applied mathematics (ENSAE/ENSAI, Masters of University).
*3 to 5 years experience in a function of retail credit risk analyst
*Pronounced tasted for data science: you like creating algorithms to create value from data (designing models such as scoring)

Competencies
Retail credit risk management
Knowledge of Statistical methods
Proficient in data treatment
English (spoken and written)

Software
Good knowledge to write scripts in SAS
MS office (Excel, Word and Powerpoint)

Knowledge appreciated without being required
Banking regulations (Definition Of Default, Forbearance, Basel)

Skills & capabilities
Analytical capability, communication skills, team work, organized, pro-active, take global overview, agile