Groupe Crédit Agricole

About the Company

Crédit Agricole is the French economy’s leading financier and one of the top banking operators in Europe. As a leader in retail banking in Europe, the Group is also the leading European asset manager, the first bank insurer in Europe, and the third largest European operator in project financing.

On the strength of its cooperative and mutual insurance foundations, its 154,000 employees and 27,000 administrators of local and regional banks, Crédit Agricole Group is a responsible, useful bank, serving 54 million customers, 11.8 million mutual shareholders and 800,000 individual shareholders.

Thanks to its universal retail banking model – the close association between its retail banks and the business lines that are connected to them – Crédit Agricole Group is assisting its customers with their projects in France and around the world in day-to-day banking, housing and consumer loans, savings, insurance, asset management, real estate, leasing, factoring, lending, and investment.

In serving the economy, Crédit Agricole is also distinguished by its dynamic and innovative corporate social responsibility policy. It is based on a pragmatic approach that runs through the entire Group and puts each employee into action.

Listed Jobs

Company Name

Groupe Crédit Agricole

Job Title

STAGE - Développeur d'outils d'analyse de risque de modèle H/F

Job Description

**Job Title** Intern – Model Risk Analysis Tool Developer (H/F) **Role Summary** An internship focused on developing and automating tools for model risk management within a banking risk framework. The role involves programming, data quality analysis, and documentation to support the Model Risk Management (MRM) system and the Gamma application. **Expectations** - Gain a solid understanding of the group’s model‑risk regulatory and operational framework. - Apply and extend existing software (Gamma) and scripting languages to automate key MRM processes. - Produce clear technical and user documentation to support stakeholders across risk, finance, and compliance. - Identify future automation opportunities and contribute to continuous improvement initiatives. **Key Responsibilities** - Study and internalize the internal normative corpus for Model Risk. - Learn the Gamma system and its integration points with model management. - Design and implement automated processes for importing internal audit recommendations (Python or VBA). - Develop an Excel/VBA‑based model‑risk calculation calculator for new model submissions to Gamma. - Automate data‑quality checks and produce quality‑reporting outputs. - Write and deliver user manuals and supporting PowerPoint presentations. - Document all developed analyses and provide clear evidence paths for audit and compliance reviews. - Identify and propose additional automation projects to enhance MRM efficiency. **Required Skills** - Proficiency in VBA and/or Python for data processing and automation. - Advanced Excel skills (macros, advanced functions, VBA). - Strong analytical ability with experience in data quality assessment. - Ability to write technical and user documentation; excellent written communication. - Basic understanding of risk management concepts and regulatory requirements. - Collaboration skills to work with cross‑functional teams (risk, finance, compliance). **Required Education & Certifications** - Current university student or recent graduate in Finance, Economics, Actuarial Science, Computer Science, or a related field. - Coursework or experience in risk management, statistical modeling, or regulatory compliance is desirable. - No mandatory professional certifications required, though CPD in risk or finance is a plus.

Montrouge, France

On site

18-11-2025

Company Name

Groupe Crédit Agricole

Job Title

STAGE - Assistant(e) analyste risque H/F

Job Description

**Job title:** Assistant Analyst, Credit Risk (Internship) **Role Summary:** Assist the Data, Rating and Credit Risk department in consolidating, documenting, and enhancing credit‑risk reporting processes. The role involves inventorying existing reporting requests, aligning documentation with BCBS 239 standards, and optimizing report production through tools such as Power BI, SAS Viya, and VBA. The internship supports the transition of streamlined solutions to credit‑risk stakeholders. **Expectations:** - Integrate into a four‑person cross‑functional team focused on credit‑risk analytics. - Produce actionable insights to improve reporting efficiency and governance. - Deliver well‑documented and compliant solutions that are ready for handover to end‑users. **Key Responsibilities:** 1. Identify and catalog all current credit‑risk reporting requests across departments (DRG, RCG, DNE). 2. Structure and maintain documentation in shared platforms (Mocca/SharePoint) ensuring BCBS 239 compliance. 3. Pilot the implementation of data‑processing solutions using Power BI, SAS Viya, and VBA. 4. Contribute to the production and refinement of regulatory, governance, and analytical reports. 5. Support business users in adopting new reporting tools and in troubleshooting issues. **Required Skills:** - Strong analytical and data‑management skills. - Proficiency in Power BI, SAS Viya or equivalent analytics platforms. - Familiarity with VBA scripting and SQL/Relational database concepts. - Understanding of regulatory credit‑risk reporting frameworks (BCBS 239, Basel accords). - Excellent communication and documentation abilities. - Ability to work collaboratively in a multi‑disciplinary environment. **Required Education & Certifications:** - Pursuing a bachelor’s or master’s degree in Finance, Economics, Statistics, Computer Science, or a related quantitative field. - No specific certification required; knowledge of credit‑risk concepts is an asset.

Montrouge, France

Hybrid

18-11-2025

Company Name

Groupe Crédit Agricole

Job Title

STAGE - Ingénieur quantitatif – validation des performances de modèles de provisionnement IFRS9 H/F

Job Description

Job Title: Quantitative Engineer Intern – IFRS9 Model Performance Validation Role Summary: Intern will support the validation of IFRS9 provisioning models (PD, LGD, EAD, ECL, SICR) by designing, implementing, and testing independent quantitative metrics and statistical tests. The intern will develop a Python‑based automation tool to evaluate model performance, challenge existing methods, and produce documentation and guidance for model users. Expectations: - Deliver a set of independent indicators and statistical tests for IFRS9 model validation. - Build and test a Python automation framework applied to one retail or large‑client portfolio during the internship. - Produce a comprehensive guide detailing the application, advantages, and limitations of each validation method. Key Responsibilities: - Study internal modeling and backtesting standards and the evolving regulatory framework. - Conduct in‑depth literature review on IFRS9 performance controls and validations. - Critically assess current internal methodologies for predictive capability, hypothesis testing, stability analysis, etc. - Design and implement new statistical tests and performance indicators. - Develop a Python tool that automates data extraction, analysis, and reporting of validation results. - Apply the tool to at least one internal model (low‑default or high‑default portfolio). - Document findings, outline best‑practice guidance, and produce a user manual for the tool. Required Skills: - Proficient in Python (pandas, numpy, scipy, statistical libraries). - Strong quantitative background: statistics, predictive modeling, risk measurement. - Knowledge of credit risk modeling concepts: PD, LGD, EAD, ECL, SICR. - Ability to interpret and apply regulatory and internal modeling standards. - Experience with model backtesting and validation frameworks. - Excellent analytical, problem‑solving, and documentation skills. Required Education & Certifications: - Currently enrolled in or recent graduate of a bachelor’s or master’s program in Finance, Economics, Statistics, Mathematics, Engineering, or related quantitative field. - Understanding of IFRS9 principles (advantageous but not mandatory).

Montrouge, France

On site

09-12-2025

Company Name

Groupe Crédit Agricole

Job Title

STAGE - Ingénieur quantitatif – validation des performances de modèles CCF

Job Description

**Job Title** Stage – Quantitative Engineer – Validation of Model Performance (CCF) **Role Summary** Internship focused on the validation and enhancement of Credit Risk models within a banking group. The role involves critically evaluating model performance metrics (discriminatory power, homogeneity/heterogeneity, predictive power) in the context of changing regulatory requirements, developing independent statistical indicators and automation tools in Python, and documenting best practices for implementation. **Expectations** - Deliver rigorous assessment of existing CCF model validation methods and propose improved, independent indicators. - Build and maintain a Python‑based automation framework for model performance testing. - Apply the framework to specific retail or high‑default portfolios during the internship. - Produce concise documentation and a user guide for the tools and methods developed. **Key Responsibilities** 1. Review internal modeling and back‑testing standards and regulatory developments. 2. Conduct comprehensive literature reviews on CCF performance validation techniques. 3. Evaluate current validation procedures (predictive power tests, discriminatory power tests, homogeneity/heterogeneity tests, stability analysis). 4. Design and implement new statistical indicators and tests independent of existing modeling functions. 5. Integrate these indicators into a Python automation tool, ensuring scalability across portfolios of varying volume and default counts. 6. Apply the tool to at least one model in either a low‑default or high‑default portfolio. 7. Document the advantages, limitations, and appropriate use cases for each proposed method. 8. Compile a practical guide for model validation teams on using the developed tool and indicators. **Required Skills** - Strong foundation in statistics and probability with application to credit risk modeling. - Proficiency in Python (pandas, numpy, scipy, statsmodels or equivalent). - Experience with model back‑testing, validation, and regulatory compliance. - Ability to translate complex statistical concepts into actionable tools and documentation. - Analytical mindset with meticulous attention to detail. - Effective written communication for technical reporting and guide creation. **Required Education & Certifications** - Bachelor’s or Master’s degree in Finance, Economics, Statistics, Mathematics, or related quantitative discipline. - Familiarity with regulatory frameworks for credit risk (e.g., Basel III, ISO 27001) is desirable. - Relevant certifications such as FRM, CFA, or equivalent are advantageous but not mandatory.

Montrouge, France

On site

09-12-2025