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Quantitative Risk Manager
Il y a 2 mois
Job Title: Senior Quantitative Risk Manager
Company: International Banking Group
About the Company: A renowned international banking group is currently seeking a talented Senior Quantitative Risk Manager to join their team.
The role is based in the vibrant city of Paris, offering a hybrid working model with a 50:50 split between office and remote work.
Salary: Up to €110,000 base salary plus bonus, based on your experience and expertise in the field.
Main Responsibilities:
- Developing and implementing quantitative models to evaluate counterparty credit risk and exposure.
- Validating and back-testing VaR models for precise market risk measurement.
- Designing and managing market risk models across various asset classes.
- Analyzing derivatives positions and their associated risks to make informed decisions.
- Collaborating effectively with traders, portfolio managers, risk analysts, and regulators (ECB) to ensure compliance and efficient risk management.
Your Profile:
- A Bachelor's degree in Mathematics, Statistics, or a related field demonstrating a strong quantitative background.
- Proven track record in working on risk modelling and validation of market risk and counterparty credit models within a regulated environment.
- Thorough understanding of derivatives and structured products to navigate complex financial instruments.
- Proficiency in a programming language such as Python, C#, R, or C++ to enhance modeling and analysis.
- Fluency in both English and French to effectively communicate and collaborate with a diverse team.
If this exciting opportunity aligns with your career aspirations, don't hesitate to submit your updated CV in PDF format to Giovanny Benztio.
We are excited to learn more about your unique skills and experience.
Please be advised that only candidates meeting the specified requirements will be contacted, and rest assured that all applications will be handled with the utmost confidentiality.
