Risk Manager Expérimenté H/F

il y a 1 semaine


Paris, Île-de-France Selby Jennings Temps plein
My client company is an international banking group currently looking for a (Senior) Quantitative Risk Manager.
Salary range is up to 110,000 base plus bonus, depending on your experience.
Develop and implement quantitative models to assess counterparty credit risk and exposure.
Validate and back-test VaR models for market risk measurement.
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.
Solid experience in a programming language (Python, C#, R, C++)Fluent in English and French.
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