Risk Management - Credit Risk Officer (M / F)

Fort d'une expérience de plus de 30 ans dans les Ressources Humaines, Sofitex est un réseau international de Travail Temporaire et de Placement en CDI. Sofitex fonde sa dynamique et son succès sur le professionnalisme de ses équipes, sa forte réactivité et sa proximité.

POSTE

• Support the development, enhancement, and maintenance of the Unit's credit portfolio and structured credit portfolio models and calculation engines, contributing both to technical implementation and methodological refinement.
• Independently extract, query, clean, transform, and structure data from IT systems; perform data analysis, interpret results, and draw meaningful quantitative conclusions.
• Contribute to the design, development and implementation of statistical, predictive, and Monte Carlo-based models.
• Perform portfolio and risk analyses using quantitative techniques to support decision-making and risk measurement.
• Convert Excel-based calculations into Python or other analytical languages, and support the automation, optimisation, and integration of these processes into production systems.
• Execute and analyse scenario-based assessments, including stress tests and sensitivity analyses using credit portfolio calculation engines.
• Contribute to ensuring methodological and data consistency across different risk calculations, contributing to a coherent and holistic risk-measurement architecture.
• Prepare, maintain, and improve documentation covering methodologies, model assumptions, processes, and analytical procedures to ensure transparency, reproducibility, and governance compliance.
• Collaborate effectively with modelling teams, IT, and other teams across the EIB Group. Communicate quantitative findings clearly to technical and non-technical audiences.

PROFIL