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 intern will join the Credit Risk team and contribute to the work related to the assessment and monitoring of credit risk under the IFRS 9 framework applied to the invested assets portfolios. Within an international environment and a wide range of asset classes (bonds, loans, securitized products, etc.), the intern will participate in the analysis of the methodologies and models used for credit risk evaluation.

The main purpose of the internship is to propose a potential alternative simplified and comprehensive model for Expected Credit Losses under IFRS 9. The staging r...