Quant Developer SAS / Python - Credit Risk

Project overview

We are looking for a Quant Developer with SAS / Python for a long-term mission with our client in the banking/finance sector in the Paris region. You will join a team focused on credit risk methodology and modeling, at the heart of a program to transition from SAS to Python. Your role: migrate existing modeling processes, ensuring identical results.

Your missions:

You will work with international management: English is used daily.

Ref: O-JUCUY

Profile sought

You have a Master's degree (engineering, university, business school with a quantitative focus) and 5 to 10 years of experience. You have mastered SAS (complex programs, macros) and advanced Python (pandas, NumPy, tests with pytest). You are familiar with credit risk modeling and know how to reconcile results, perform non-regression testing, and numerical validation. Git, CI/CD, Python packaging, and Dataiku are a plus. Fluent French and English. You are rigorous, pedagogical, and comfortable explaining technical discrepancies.

Work environment

INGENIANCE is a consulting firm specializing in capital markets, banking, and insurance for over 18 years. We support major French banking and insurance players on their most critical projects, with recognized expertise in Craft Development, Big Data, Cloud/DevOps, and Agility. Joining Ingéniance means joining a community of experts, being supported by close management, and building your career on high-value-added missions. Build your success!

• Analyze existing SAS programs and macros and understand the underlying methodological logic.
• Redevelop and rethink these processes in Python, with production-quality quantitative code.
• Implement a dual SAS / Python run framework to compare results.
• Analyze and explain discrepancies between the two environments.
• Document the migration and validation proofs.
• Support the gradual phasing out of migrated SAS components.
• Train team members on Python best practices.

Project details

• Start: ASAP
• Duration: 1 mois
• Location: Paris, France, FR
• Languages: French