The position is part of the EthiFinance Analytics department. We are seeking a dynamic and highly motivated member to join our Financials Services team to develop models and construct expertise on the different financial topics: financial and environmental stress tests, ESG integration in credit rating methodologies, redevelopment of default risk models for several types of issuers.
The role of a financial and non-financial modeling engineer in EthiFinance consists in:
Updating, building and improving credit and market risk models, theoretically and in our internal library (Python).
Finding ways to incorporate any type of factors (financial and non-financial) into risk models.
Supporting the research, methodology, product and sales teams by ensuring efficient and functioning models and tools.
Responding to tenders sent by financial institutions.
Publishing innovative models in academic journals.
Job conditions :
Paris
Permanent contract
Possibility of working remotely
Ideally, PhD in applied mathematics with a strong emphasis in data science, statistical and probabilistic modeling, and/or financial modeling, with NO PERMANENT CONTRACT BEFORE
If not PhD, several years of academic or professional experience with same strong emphasis and high ability to write academic research papers
A first experience in a role linked to financial risk modeling topics is a plus
Programming:
o Required: advanced Python programming skills
o Great to have: advanced knowledge in data science, machine learning, statistics, numerical modeling, general applied mathematics knowledge
o Fluent English, both written and spoken
o If French is not the mother tongue, fluent French both written and spoken
o Required: advanced redaction and presentation skills
o Great to have: experience in teaching and/or with clients
o Good interpersonal skills and team spirit;
o Ability to work independently, in an organized, thorough and efficient manner;
o Adaptability to be able to exchange and interact with different type of profile;
o Initiative and ability to propose new ideas;
o Sharing a positive mindset and collaborative and strong convictions (excellence, shared values, sharing and mutual support and environmental convictions).