Required skills
- Python
- Credit Risk
- Quantitative Finance
- Software Engineering
- Package Design
- pytest
- Maintainable Code
- Pandas
- NumPy
- Git
- CI/CD
- IFRS 9
Languages: French
Job description
We are looking for a Quantitative Python Developer specialized in credit risk for a long-term mission with a client in the banking/finance sector in the Paris region. The role involves modernizing the credit risk modeling environment by migrating quantitative tools from SAS to Python.
Project overview
We are looking for a Quantitative Python Developer specialized in credit risk for a long-term mission with our client in the banking/finance sector in the Paris region. The context: a program to modernize the credit risk modeling environment. Quantitative tools, long built on SAS, are migrating to Python. You will contribute to a shared library used by several modeling teams.
Your missions:
You will join Ingéniance on a permanent contract and become part of a community of experts in finance and risk.
Ref: O-HJWUX
Profile sought
You have 5 to 10 years of experience, with a Master's degree (Bac+5) in engineering, applied mathematics, or quantitative finance. You have advanced Python and software engineering skills: package design, testing with pytest, maintainable code architecture, pandas, and NumPy. You are familiar with credit risk modeling (IRB, IFRS 9) and its workflows. You are comfortable with Git, CI/CD, automated documentation, and package management. Knowledge of SAS is a plus, to facilitate integration with existing systems. Fluent English is required. You enjoy teaching, teamwork, and clean code.
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 missions. Build your success!
- Identify common modeling functionalities between teams.
- Design a modular and reusable Python package.
- Develop standardized implementations of quantitative and data processing components.
- Implement unit, integration, and non-regression tests.
- Build the CI/CD chain, versioning, and package publication.
- Write technical and user documentation with concrete examples.
- Support modelers in adopting the library.
- Ensure the maintainability and scalability of the code over time.
Project details
- Start: ASAP
- Duration: 1 mois
- Location: Paris, France, FR
- Languages: French
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