Model Risk Governance and Review
il y a 3 semaines
**JOB DESCRIPTION**
We are looking for a new member to join our Interest Rates team in the Model Risk Governance and Review Group which is responsible for end-to-end model risk management across the firm.
As a Quant Model Risk Associate you will assess and help mitigate the model risk of complex models used in the context of valuation, risk measurement, the calculation of capital, and more broadly for decision-making purposes. Additionally, you will have an opportunity for exposure to a variety of business and functional area as well as will work closely with model developers and users.
**Job responsibilities**
- Carries out model reviews: analyze conceptual soundness of complex pricing models, engines, and reserve methodologies; assess model behavior and suitability of pricing models/engines to particular products/structures
- Provides guidance on model usage and act as first point of contact for the business on all new models and changes to existing models
- Develop and implement alternative model benchmarks and compare the outcome of various models; Design model performance metrics
- Liaises with model developers, Risk and Valuation Control Groups and provide guidance on model risk
- Evaluates model performance on a regular basis
**Required qualifications, capabilities, and skills**
- Excellence in probability theory, stochastic processes, statistics, partial differential equations, and numerical analysis
- MSc, PhD or equivalent in a quantitative discipline
- Inquisitive nature, ability to ask right questions and escalate issues
- Excellent communication skills (written and verbal)
- Good understanding of option pricing theory (i.e. quantitative models for pricing and hedging derivatives)
- Good coding skills, for example in C/C++ or Python
**Preferred qualifications, capabilities, and skills**
The following additional items will be considered but are not required for this role:
- Experience with interest rates derivatives
- Experience in a FO or model risk quantitative role.
**ABOUT US**
J.P. Morgan is a global leader in financial services, providing strategic advice and products to the world’s most prominent corporations, governments, wealthy individuals and institutional investors. Our first-class business in a first-class way approach to serving clients drives everything we do. We strive to build trusted, long-term partnerships to help our clients achieve their business objectives.
We recognize that our people are our strength and the diverse talents they bring to our global workforce are directly linked to our success. We are an equal opportunity employer and place a high value on diversity and inclusion at our company. We do not discriminate on the basis of any protected attribute, including race, religion, color, national origin, gender, sexual orientation, gender identity, gender expression, age, marital or veteran status, pregnancy or disability, or any other basis protected under applicable law. We also make reasonable accommodations for applicants’ and employees’ religious practices and beliefs, as well as mental health or physical disability needs. Visit our FAQs for more information about requesting an accommodation.
**ABOUT THE TEAM**
Our professionals in our Corporate Functions cover a diverse range of areas from finance and risk to human resources and marketing. Our corporate teams are an essential part of our company, ensuring that we’re setting our businesses, clients, customers and employees up for success.
Risk Management helps the firm understand, manage and anticipate risks in a constantly changing environment. The work covers areas such as evaluating country-specific risk, understanding regulatory changes and determining credit worthiness. Risk Management provides independent oversight and maintains an effective control environment.
-
Model Risk Governance and Review
il y a 5 jours
Paris, France JPMorganChase Temps plein**JOB DESCRIPTION** We are looking for a new member to join our Interest Rates team in the Model Risk Governance and Review Group which is responsible for end-to-end model risk management across the firm. As a Quant Model Risk Associate in our Model Risk Governance and Review Group, you will assess and help mitigate the model risk of complex models used in...
-
Market Risk Governance Specialist
il y a 19 heures
Paris, Île-de-France 22936 Citigroup Global Markets Europe AG - FRANCE Temps pleinAs a key member of the Citigroup Global Markets Europe AG team, you will play a crucial role in shaping the market risk framework and governance for our new businesses in France. With a strong understanding of regulatory requirements and industry best practices, you will be responsible for monitoring exposures, ensuring adherence to policies, and...
-
Enterprise Risk Manager
il y a 1 mois
Paris, Île-de-France SGS Société Générale de Surveillance SA Temps pleinJob SummaryThe Enterprise Risk Manager - 2LoD Capital and Business Risk Management role is a critical position within the Enterprise Risk Management function, reporting to the Team Lead, 2LoD Capital and Business Risk Management. This role requires a strong understanding of risk management frameworks, regulatory environments, and capital planning...
-
Enterprise Risk Manager
il y a 1 mois
Paris, Île-de-France SGS Société Générale de Surveillance SA Temps pleinJob SummaryThe Enterprise Risk Manager - 2LoD Capital and Business Risk Management will be responsible for establishing and maintaining the company's overall risk management and risk governance framework. This includes ensuring that risk management activities are conducted in a manner compliant with regulatory requirements and expectations.Key...
-
Enterprise Risk Manager
il y a 1 mois
Paris, Île-de-France SGS Société Générale de Surveillance SA Temps pleinJob SummaryThe Enterprise Risk Manager - 2LoD Capital and Business Risk Management role is responsible for establishing and maintaining the company's overall risk management and risk governance framework. This includes ensuring that risk management activities are conducted in a manner compliant with regulatory requirements and expectations.Key...
-
Security Governance Associate
Il y a 5 mois
Paris, France Contentsquare Temps pleinContentsquare is a global digital analytics company empowering the brands you interact with every day to build better online experiences for all. Since our founding in France in 2012, we have grown to be a truly global and distributed team - known as the CSquad - representing more than 70 nationalities across the world. In 2022, we raised $600M in Series F...
-
Enterprise Risk Manager
il y a 1 mois
Paris, Île-de-France SGS Société Générale de Surveillance SA Temps pleinJob SummaryThe Enterprise Risk Manager - Capital and Business Risk Management will report to the Team Lead, 2LoD Capital and Business Risk Management within the Enterprise Risk Management function and work closely with other Enterprise Risk Managers for the deliverables across the Group.Key ResponsibilitiesLead and drive critical reviews and challenges of...
-
Senior Operational Risks and Permanent Control
Il y a 5 mois
Paris, France LSEG (London Stock Exchange Group) Temps pleinABOUT US LSEG (London Stock Exchange Group): is more than a diversified global financial markets infrastructure and data business. We are dedicated, open-access partners with a dedication to excellence in delivering the services our customers expect from us. With extensive experience, deep knowledge, and worldwide presence across financial markets, we...
-
Enterprise Risk Manager
il y a 1 mois
Paris, Île-de-France SGS Société Générale de Surveillance SA Temps pleinJob SummaryThe Enterprise Risk Manager - 2LoD Capital and Business Risk Management will be responsible for establishing and maintaining the company's overall risk management and risk governance framework. This role will ensure that risk management activities are conducted in a manner compliant with regulatory requirements and expectations.Key...
-
Apprentice - Risk
Il y a 6 mois
Paris, France TP ICAP Temps pleinJob Description - Group Overview: The TP ICAP Group is a world leading provider of market infrastructure. Our purpose is to provide clients with access to global financial and commodities markets, improving price discovery, liquidity, and distribution of data, through responsible and innovative solutions. Through our people and technology, we connect...
-
Compliance and Operational Risk Manager
Il y a 5 mois
Paris, France Bank of America Temps plein**Job Title: Compliance and Operational Risk Manager (Finance)** **Corporate Title: up to Director** **Location: Paris** **Company Overview**: At Bank of America, we are guided by a common purpose to help make financial lives better through the power of every connection. Responsible Growth is how we run our company and how we deliver for our clients,...
-
Operational Risks and Permanent Control Manager
Il y a 2 mois
Paris, France LSEG (London Stock Exchange Group) Temps pleinLSEG (London Stock Exchange Group): is more than a diversified global financial markets infrastructure and data business. We are dedicated, open-access partners with a dedication to excellence in delivering the services our customers expect from us. With extensive experience, deep knowledge, and worldwide presence across financial markets, we enable...
-
Enterprise Risk Manager
il y a 1 mois
Paris, Île-de-France SGS Société Générale de Surveillance SA Temps pleinJob SummaryThe Enterprise Risk Manager – 2LoD Capital and Business Risk Management will play a critical role in establishing and maintaining the company's overall risk management and risk governance framework. This position will be responsible for ensuring that risk management activities are conducted in a manner compliant with regulatory requirements and...
-
Spread Product Market Risk Manager, Senior Vice
Il y a 7 mois
Paris, France Citi Temps pleinAre you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in analysis, problem solving and communication to Citi’s Risk Management function. By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing...
-
Senior Business Risk Manager
il y a 1 mois
Paris, Île-de-France SGS Société Générale de Surveillance SA Temps pleinJob Title: Senior Business Risk ManagerAt SGS Société Générale de Surveillance SA, we are seeking a highly skilled Senior Business Risk Manager to join our team. As a key member of our Enterprise Risk Management function, you will be responsible for establishing and maintaining our overall risk management and risk governance framework.Key...
-
Quantitative Market Risk Modeller
il y a 3 semaines
Paris, Île-de-France Natixis Temps pleinJob OpportunityAs a Quantitative Market Risk Modelling professional, you will be part of the Market Risk Modelling team within the Market & Counterpart Risk Modelling division at Natixis. Your primary responsibility will be to design and propose new methodologies to improve our risk measurement models, such as VaR, Stressed VaR, IRC/DRC, EEPE, and Economic...
-
Senior Vice President
il y a 4 semaines
Paris, Île-de-France 22936 Citigroup Global Markets Europe AG - FRANCE Temps pleinAre you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in analysis, problem-solving, and communication to Citi's Risk Management function. By joining Citi, you will become part of a global organization whose mission is to serve as a trusted partner to our clients by responsibly providing...
-
Market Risk Manager
Il y a 5 mois
Paris, France 22936 Citigroup Global Markets Europe AG - FRANCE Temps pleinAre you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in analysis, problem solving and communication to Citi’s Risk Management function. By Joining Citi, you will become part of a global organisation whose mission is to serve as a trusted partner to our clients by responsibly providing...
-
Planning and Reporting Lead
il y a 2 semaines
Paris, France BWS International Temps plein- Qualification: Lead discipline- Languages: English mandatory- Professional Experience: More than 10 years- Experience within project: More than 10 years The service holder must possess strong...
-
Data Modeler
Il y a 5 mois
Paris, France SCOR Temps pleinIn the frame of the ongoing transformation at Group level, technology adoption and implementation are key success factors, as well as processes transition. As a member of DDPO, **Data Modeler will design & develop entreprise data models through the enterprise ontology. **He will work in close collaboration with data product managers & data engineers to build...
