Quantitative Risk Analyst

Il y a 3 mois


Paris, France Emérique & Partners Temps plein

Souhaitez-vous rejoindre un environnement international dans le domaine du risque lié à l'Asset ? Avez-vous l'ambition de rejoindre un poste stratégique au cœur du business ? Disposez-vous d'une appétence pour les mathématiques/statistiques ?

Si oui, lisez ce qui suit:
Notre client, groupe bancaire à Paris, recherche un Quantitative Risk Analyst afin de rejoindre son équipe Asset risk intervenant sur un portefeuille corporate/grandes entreprises. Au sein de la seconde ligne de défense, l'équipe intervient sur les activités de marché, l'évaluation de prix et la définition du Framework.

Votre mission principale sera la revue indépendante des modèles et méthodologies. Vous aurez également la charge de challenger les modèles développés et de surveillance des facteurs pouvant influencer l'environnement macro-économique afin d'anticiper les risques.

Vos missions:

- Réaliser les revues indépendantes des méthodologies et des modèles développés par la première ligne de défense
- Challenger les modèles, backtesting et méthodologies des backtesting
- Réaliser des études liées aux valeurs globales, en comparaison avec les autres pays du groupe et réaliser des restitutions documentaires
- Interagir avec la première ligne de défense

Votre profil:

- Master 2 en Mathématiques, Statistiques ou équivalent
- A partir de 5 ans d'expérience
- Expertise sur l'évaluation d'un prix, sur le risque de marché ou contrepartie
- Composante macro-économique
- Maitrise de Python et/ou SAS
- Capacité à travailler de manière autonome
- Anglais courant indispensable

Intéressé(e) ? Curieux d'en savoir plus ? Contactez-moi

**Votre profil sera traité avec la plus grande confidentialité.**

Job ID MC_5165


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