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 accounting calculations; and produce a structured research paper with quantitative analysis on a representative portfolio. The role requires quantitative finance or academic finance training, strong analytical and writing skills, English fluency, and familiarity with Python, VBA, SQL, and Power BI.
