|Required qualifications • Between two and six years of experience in the development or validation of IRB credit risk models, banking regulation (CRD IV / CRR / Basel III), AQR exercises, stress testing, ICAAP or RAROC. • Graduates with top performance in a discipline related to Mathematics / Statistics/ Actuarial Science / Physics. MSc in Data Science or related a plus. • Knowledge of the financial industry, credit risk, scoring models, risk rating. • Knowledge of SAS, R, Python, SPSS, and/or SQL programming. • Machine learning and statistical modelling skills: logit, GLM, time series models, decision trees, clustering, random forests, neural networks, etc. • Mature and hard working. • Integrates easily into multidisciplinary teams. • Willing to travel. • Fluent French and English. Desired skills • Fluency in additional languages (especially Spanish, Italian, Polish, German). • Postgraduate studies or specialised courses are an asset. • Interest/experience in the financial industry. • Proficiency in the use of MS Office applications. ManagementSolutions is an equal opportunity employer. We value the diversity of our team members. We seek people with a robust academic track record who thrive on hard work and desire to excel and learn constantly; people who are dynamic, mature, dependable, and who integrate easily into multidisciplinary teams.