Expected Credit Loss Modeling Under IFRS9

Missions :

• Explore and understand provisioning under IFRS9 standards.
• Gather, prepare data and develop credit loss model including PD, LGD and EAD considering macro-economic circumstances.
• Deploy and monitor developed models.

Candidate and profile requirements :

This internship is recommended to Machine Learning students with fair knowledge of the below technologies :

• IFRS9 & financial accounting
• Machine learning skills
• Strong analytical and data analysis skills

Date d’expiration: 17 janvier, 2024