Senior Consultant – Analyste quantitatif risque de marché et de contrepartie H/F

Senior Consultant – Analyste quantitatif risque de marché et de contrepartie H/FJoin us to apply for the Senior Consultant – Analyste quantitatif risque de marché et de contrepartie H/F role at Capco.With a growth strategy, the Capco group is strengthening its FRC (Finance, Risks & Compliance) division, particularly its Risk offering. We are looking for Senior Consultants in our Paris office to support our clients with their regulatory and organizational transformation challenges related to market and counterparty risk.Your RoleYou will participate, for our financial sector clients, in various missions covering multiple themes:Leading and contributing to major regulatory projects (FRTB, SA-CCR, Basel IV, etc.), coordinating stakeholders (quants, developers, risk managers, IT teams) and analyzing impacts on market and counterparty risk models.Contributing to the adaptation of internal and standardized models (VaR, ES, PFE, EEPE, xVA adjustments) in line with new requirements.Participating in stress test implementation and modeling their impacts on P&L, trading portfolios, counterparties, and regulatory capital.Defining and operationalizing business and risk policies, and optimizing and industrializing related processes and tools.Supporting internal and external inspection missions and supervision exercises (QIS, Benchmarking, Stress Testing, TRIM, approval missions): framing, coordination, documentation, and handling recommendations.Within CapcoParticipate in the Risk community activities (regulatory watch, communication materials, viewpoints, client events, etc.).Profile SoughtMaster’s degree from a top engineering school or a quantitative finance master’s program.3 to 7 years of experience in market finance with a strong quantitative understanding of financial instruments, risk indicators, and margin calculation mechanisms.Strong project management skills, including planning, coordination, and deliverables tracking.Deep knowledge of methodologies and regulatory environment (FRTB, Basel III/IV, EMIR, Volcker Rule).Solid programming and database management skills (C++, Python, R, SQL).Knowledge of digital/data topics in quantitative finance (RPA, Machine Learning, Reinforcement Learning, LLM, Big Data).Excellent interpersonal skills, team spirit, flexibility, curiosity, creativity, and a desire to actively contribute to a dynamic, close-knit management environment.Why choose Capco?Founded in 1998, Capco is a management and organization consulting firm specialized in financial services, with 34 offices worldwide and 7,000 employees, including 160 in Paris. Our consulting services focus on three main areas: Business Consulting, Digital, and Technology.What We OfferAn international working environment focused on innovation and value creation for banking and insurance clients.Continuous training programs tailored to your needs to acquire new skills and develop expertise.Hybrid work organization (telework policy of 2 days per week).Competitive salary with performance-based bonus.Employee savings plan (PEE) with an annual contribution of €2,903.An entrepreneurial, inclusive, and meritocratic corporate culture, recently certified as a Great Place To Work.Initiatives to shape the future of Capco:#BeYourselfAtWorkWomen@capcoCSR initiatives (sustainable mobility allowance, solidarity day, etc.)Professional, sports, and cultural communities.Other PositionsQuantitative Credit Risk Analyst (H/F)Strategic Equity Credit Risk Analyst (F/H) (H/F)CDD - Financial Risks Quantitative Analyst (H/F)R&D - Quantitative Analyst in Derivatives Fixed IncomeLocation: La Défense, Île-de-France, France. Posted 1 week ago. #J-18808-Ljbffr