Description
The Group Investment Office’s Credit Risk team is seeking an intern to review and improve credit-risk models for SCOR’s invested assets under IFRS 9. The intern will analyze default probability, loss given default, staging, and conditional-probability methodologies; identify limitations; propose a simplified and comprehensive Expected Credit Loss model; simulate IFRS 9 calculations; and produce a structured research paper with quantitative analysis on a representative portfolio. The role requires strong analytical, financial, credit-risk, writing, and English skills, along with knowledge of Python, VBA, SQL, and Power BI, and is intended for students in quantitative fields or PhD researchers.
