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Quantitative Risk Manager (m/w/d) > Paris > Joboolo FR :
Société : Selby Jennings
Lieu : Paris
My client company is an international banking group currently looking for a (Senior) Quantitative Risk Manager.
The role is located in Paris, and will have a hybrid working model (50:
50 split).
Salary range is up to â?¬110,000 base plus bonus, depending on your experience.
Main responsibilities:
Develop and implement quantitative models to assess counterparty credit risk and exposure.
Validate and back-test VaR models for market risk measurement.
Design and maintain market risk models for various asset classes.
Analyze derivatives positions and associated risks.
Collaborate with traders, portfolio managers, risk analysts and regulators (ECB).
Your profile:
Bachelor's degree in Mathematics, Statistics or similarly related fields.
Proven experience working in risk modelling/validation of market risk and/or counterparty credit models within the regulatory environment.
Good understanding of derivatives, and structured products.
Solid experience in a programming language (Python, C#, R, C++) Fluent in English and French.
If the above role sounds of interest to you, please feel free to send your most recent CV (in PDF) to Giovanny Benztio.
We look forward to hearing from you Please note that only candidates whose profiles meet the requirements will be contacted.
Your application will be treated confidentially.
Selby Jennings
Paris
Accounting / Finance
Expérience souhaitée
Nouvelle recherche d'emploi Quantitative Risk Manager (m/w/d)
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