Publiée 1 juillet 2026
Market Risk Manager
SCOR
Paris, Île-de-France 75795, France
CDI
Job Description
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, ...)
Responsibilities
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.
Qualifications
Experience in Finance/IT/Data management
Personal Competencies:
About Us
As a leading global reinsurer, SCOR offers its clients a diversified and innovative range of reinsurance and insurance solutions and services to control and manage risk. Applying "The Art & Science of Risk," SCOR uses its industry-recognized expertise and cutting-edge financial solutions to serve its clients and contribute to the welfare and resilience of society in around 160 countries worldwide.
Working at SCOR means engaging with some of the best minds in the industry - actuaries, data scientists, underwriters, risk modelers, engineers, and many others - as we work together to find solutions to pressing challenges facing societies.
As an international company, our common culture is defined by "The SCOR Way." Serving both to build momentum that drives the Group forward and as a compass to guide our actions and choices, The SCOR Way is anchored by five core values, reflecting the input of employees at all levels of the Group. We care about clients, people, and societies. We perform with integrity. We act with courage. We encourage open minds. And we thrive through collaboration.
SCOR supports inclusion and the diversity of talents, and all positions are open to people with disabilities.
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, ...)
Responsibilities
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.
Qualifications
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
About Us
As a leading global reinsurer, SCOR offers its clients a diversified and innovative range of reinsurance and insurance solutions and services to control and manage risk. Applying "The Art & Science of Risk," SCOR uses its industry-recognized expertise and cutting-edge financial solutions to serve its clients and contribute to the welfare and resilience of society in around 160 countries worldwide.
Working at SCOR means engaging with some of the best minds in the industry - actuaries, data scientists, underwriters, risk modelers, engineers, and many others - as we work together to find solutions to pressing challenges facing societies.
As an international company, our common culture is defined by "The SCOR Way." Serving both to build momentum that drives the Group forward and as a compass to guide our actions and choices, The SCOR Way is anchored by five core values, reflecting the input of employees at all levels of the Group. We care about clients, people, and societies. We perform with integrity. We act with courage. We encourage open minds. And we thrive through collaboration.
SCOR supports inclusion and the diversity of talents, and all positions are open to people with disabilities.
