Market Risk/ALM Specialist

il y a 2 semaines


Paris, Île-de-France Finalyse Temps plein
About the Role

We are seeking a highly skilled Market Risk/ALM Consultant to join our team at Finalyse. As a key member of our Risk Advisory practice, you will be responsible for developing and deploying risk management solutions for our banking clients.

Key Responsibilities
  • Participate in engagements for our banking clients in the development and deployment of risk management solutions, focusing on market risk, liquidity risk, and interest rate risk.
  • Lead or participate in engagements in the quantitative area, including market risk model development and interest rate risk and behavioral modeling.
  • Work on projects analyzing, developing, building, testing, and managing applications supporting risk management calculations, models, and reports.
  • Conduct model validation assignments and provide recommendations to improve client models and related processes.
Requirements
  • Master's Degree in econometrics, physics, mathematics, engineering, or applied economics with a strong academic track record in a quantitative field.
  • At least 4 years of experience in Financial Services, specifically in the banking sector.
  • Affinity with banking products, including retail and non-retail.
  • Hands-on experience in model development or model validation, valuation models for financial instruments, and relevant regulatory knowledge.
  • Quantitative and programming skills, including SAS, R, or Python.
  • Knowledge of ALM and market risk-related regulations, including CCR, IRRBB, and FRTB.
  • Ability to work autonomously in a result-oriented environment and excellent communication, writing, and presentation skills in English.
What We Offer
  • A diverse, multinational team with a broad range of analytical and technical skills.
  • An excellent working environment with opportunities for specialization and career growth.
  • Extensive training programs and coaching and mentoring by experienced colleagues.
  • Flexible working arrangements and attractive remuneration package.


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