Market Risk Manager

The Group Investment Office (GIO) oversees the management of the invested assets of SCOR Group.

Within the Group Investment Office, the Group Investment Risks and Control team is in charge, for the Group and the entities, of monitoring market and credit risks (quantitative and qualitative) borne by SCOR’s invested assets portfolios, as well as ensuring the compliance of the invested assets portfolios.

The role of the intern is to work on the RiskMetrics tool, and more specifically to document the VBA input macro that retrieves data from the data warehouse and enables the production of input files for the RiskMetrics tool, as well as to generate output reports used for monitoring metrics such as VaR, stress tests, ALM shocks, etc. 

Another task for the intern will be to maintain and develop solutions in Power BI upon
request from the data team. This internship offers a unique opportunity to deepen methodological understanding of market risk, work closely with experts in financial risk management, and develop solid knowledge of market risk dynamics within a globally diversified investment portfolio 

You will work closely with the other team members of the Group Investment Office and with various other stakeholders (GIO steering and Investment Control, Business Analytics, Data, …)

The intern will work on the RiskMetrics tool, documenting VBA macros, supporting data-driven reporting (VaR, stress tests, ALM), contributing to the definition of specifications for a sustainable RiskMetrics data integration solution with the IT SCOR team, and developing Power BI solutions for the data team.

Experience in Finance/IT/Data management

Personal Competencies:

• Strong analytical capabilities, rigor
• Good interpersonal skills and multicultural awareness and sensitivity
• Good knowledge of credit risk modelling (probability of default, loss given default, exposure at default)

• Strong interest in financial markets

  Soft skills:

• Open and critical mindset, curiosity, creativity, proactivity
• Good team spirit, ability to work with different interlocutors with different skills

• Good culture of transparency, experience and knowledge sharing

  Digital Competencies:

• Python, MS office (VBA), SQL, Power BI.
• Not necessary but a plus: Bloomberg