Market Risk Quantitative Analyst

il y a 3 semaines


Paris, Île-de-France CMG CONSULTING GROUP Temps plein
Position:
As a key member of CMG Consulting Group, you will engage in advisory projects focused on quantitative risk assessment. Your primary responsibilities will include:
  • Establishing methodologies for risk measurement (such as VaR and stress testing),
  • Assessing and validating risk evaluation and calculation frameworks,
  • Determining reserves associated with uncertainties and flaws in valuation frameworks,
  • Developing tools to derive model parameters from market data,
  • Formulating strategies for estimating market parameters.
Profile:
You should possess a degree from a prestigious engineering institution and/or a specialized postgraduate qualification in modeling or financial mathematics, complemented by at least 3 years of experience addressing quantitative market risk modeling challenges (including VAR and Monte Carlo simulations) within banking, asset management, or consulting environments.
Contract Type: Permanent


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