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Quantitative Risk Manager
Il y a 3 mois
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 €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@selbyjennings.com. 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.
