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Risk Manager Expérimenté H/F
il y a 1 semaine
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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