Quant Risk Analyst

il y a 2 semaines


Paris, Île-de-France Capteo Temps plein
Join Capteo's Risk Practice

We are seeking a Senior Consultant/Manager with expertise in quantitative analysis in the field of Risk Management and an entrepreneurial spirit to accompany the strong growth of our Risk practice.

Your Mission

Under the responsibility of the Risk practice Manager, you will intervene on missions with the following perimeter:

  • Accompany the implementation of the Fundamental Review of the Trading Book (FRTB)
  • Maintain compliance with the TRIM regulation
  • Refine the interbank reference rates (IBOR)
  • Review the quantitative models for margin calls (IMM)
  • Optimize methods for calibration and pricing of exotic products via local and stochastic volatility models
  • Validate valuation models for all asset classes (notably interest rates) or validate depreciation models IFRS 9
  • Design and/or review risk measurement models: Expected Shortfall, xVA (CVA, DVA, FVA, Collateral VA), IPV of complex data, IRRBB,...

In addition, you will actively participate in the development of the Risk practice:

  • Regulatory monitoring
  • Elaboration of research projects, publications
  • Structuring and promotion of commercial offers
  • Response to tenders
  • Training (internal and external)
  • Candidate evaluation
Your Profile

You hold a PhD or a degree from a Grande École with a specialization in applied mathematics to finance, with advanced knowledge in quantitative modeling, stochastic calculus, and statistics (Ecole Polytechnique, ENSAE, ENSAI, ENSIMAG, DEA El Karoui, Centrale Paris, Mines de Paris, ENPC, Dauphine, etc).

You have acquired solid knowledge of derivatives and their valuation models as well as various risk management and measurement techniques.

You possess a first successful experience as a Quant Risk Analyst: model design or validation, regulatory compliance (FRTB, TRIM,...)

You also have good development skills (C++, Matlab, R, Python, VBA/Excel,...)

You are recognized for your writing, communication, and stress management skills.

This position requires a good command of English.


  • Quant Risk Analyst

    il y a 3 semaines


    Paris, Île-de-France Capteo Temps plein

    Join Capteo's Risk PracticeWe are seeking a Senior Consultant/Manager with expertise in quantitative analysis in the field of Risk Management and an entrepreneurial spirit to accompany the strong growth of our Risk practice.Your MissionUnder the responsibility of the Risk practice Manager, you will intervene on missions with the following perimeter:Accompany...

  • Market Risk Analyst

    il y a 4 semaines


    Paris, Île-de-France Engie Temps plein

    {"title": "Market Risk Analyst", "description": "Join Our Team as a Market Risk AnalystENGIE Global Energy Management & Sales (GEMS) is a leading energy management business that provides energy supply solutions and risk management services to support its clients through their decarbonization journey.We are seeking a talented Market Risk Analyst to join our...

  • Quant Analyst SAS

    il y a 3 semaines


    Paris, Île-de-France Taleo Consulting Temps plein

    MissionRenforcer notre équipe de Risk AnalysisNous sommes à la recherche d'un Quant Risk Analyst SAS (junior / medior / senior) pour renforcer notre équipe de Risk Analysis.Compétences requisesDiplôme en mathématiques, statistiques, finance quantitative ou domaine connexe.Maîtrise avancée de SAS, y compris la programmation SAS Base et SAS...

  • Market Risk Analyst

    il y a 4 semaines


    Paris, Île-de-France Engie Temps plein

    {"title": "Market Risk Analyst", "content": "Join Our TeamENGIE Global Energy Management & Sales (GEMS) is a leading energy management business that provides energy supply solutions and risk management services to support its clients through their decarbonization journey.We are seeking a talented Junior Market Risk Analyst to join our Global Risk Analytics...

  • Market Risk Analyst

    il y a 4 semaines


    Paris, Île-de-France Engie Temps plein

    {"title": "Market Risk Analyst", "content": "Join Our Team as a Market Risk AnalystENGIE Global Energy Management & Sales (GEMS) is a leading energy supply solutions and risk management services provider. We support our clients in their decarbonization journey while optimizing ENGIE's assets and contributing to value creation.As a Market Risk Analyst, you...


  • Paris, Île-de-France Engie Temps plein

    Join Our Team as a Senior Market Risk AnalystENGIE Global Energy Management & Sales (GEMS) is a leading energy supply solutions and risk management services provider. We support our clients in their decarbonization journey while optimizing ENGIE's assets and contributing to value creation.As a Senior Market Risk Analyst, you will be part of a collaborative...

  • Senior Business Analyst

    il y a 4 jours


    Paris, Île-de-France PAC Analyst Temps plein

    About the RoleWe are seeking an experienced Senior Analyst to join our team at PAC Group. As a Senior Analyst, you will play a key role in supporting our customers in defining their IT strategy, managing their teams and projects, and minimizing risks in technology decisions that make for successful business transformation.Key ResponsibilitiesConduct market...

  • Risk Analyst

    il y a 3 semaines


    Paris, Île-de-France Groupe Caisse des Dépôts Temps plein

    Join Our Team as a Risk AnalystWe are seeking a highly skilled Risk Analyst to join our team at Groupe Caisse des Dépôts. As a Risk Analyst, you will be responsible for identifying, assessing, and mitigating risks associated with our financial operations.Key Responsibilities:Conduct risk assessments and develop risk mitigation strategiesMonitor and report...

  • Senior Market Risk Analyst

    il y a 3 semaines


    Paris, Île-de-France Engie Temps plein

    Senior Market Risk AnalystENGIE Global Energy Management & Sales (GEMS) is a leading energy management business that provides energy supply solutions and risk management services to support its clients through their decarbonization journey. As a Senior Market Risk Analyst, you will play a pivotal role in overseeing the identification, assessment, and...


  • Paris, Île-de-France Engie Rinnovabili S.P.A. Temps plein

    Join Our Team as a Market Risk AnalystENGIE Global Energy Management & Sales (GEMS) is a leading provider of energy supply solutions and risk management services. Our team is dedicated to supporting our clients through their decarbonization journey, while optimizing ENGIE's assets and contributing to value creation.About the RoleWe are seeking a highly...

  • Financial Risk Analyst

    il y a 2 semaines


    Paris, Île-de-France Natixis Temps plein

    About the RoleWe are seeking a highly skilled Quantitative Market Risk Analyst to join our Market Risk Modelling team at Natixis. As a key member of our team, you will be responsible for designing and proposing new methodologies, evaluating their impacts, and supporting the implementation of risk measurement models.Key ResponsibilitiesDesign and propose new...

  • Quant Analyste de Risque SAS

    il y a 2 semaines


    Paris, Île-de-France Taleo Consulting Temps plein

    Mission. Nous sommes à la recherche d'un Quant Analyste de Risque SAS pour renforcer notre équipe de Risk Analysis chez Taleo Consulting. Compétences requises. Effectuer des analyses de risque quantitatives en utilisant SAS et d'autres outils analytiques pour identifier, mesurer et atténuer les risques potentiels. Concevoir, développer et...

  • Market Risk Analyst

    il y a 3 semaines


    Paris, Île-de-France NCAA (National Collegiate Athletic Association) Temps plein

    Job Title: Market Risk AnalystWe are seeking a highly skilled Market Risk Analyst to join our team. As a Market Risk Analyst, you will be responsible for analyzing and managing market risk across various asset classes, including equities, fixed income, and derivatives.Key Responsibilities:Analyze market risk metrics, such as Value-at-Risk (VaR) and Expected...

  • Quantitative Analyst

    il y a 3 semaines


    Paris, Île-de-France Engie Rinnovabili S.P.A. Temps plein

    Job Title:Quantitative Analyst - Gas & Oil Quant TeamJob Summary:We are seeking a highly skilled Quantitative Analyst to join our Gas & Oil Quant Team. The successful candidate will be responsible for delivering advanced quantitative expertise to our Business Platforms, with a focus on Gas Supply & Trading.Key Responsibilities:Develop and implement...

  • Market Risk Analyst

    il y a 3 semaines


    Paris, Île-de-France Engie Rinnovabili S.P.A. Temps plein

    Job Title: Market Risk AnalystENGIE Global Energy Management & Sales (GEMS) is a leading energy management business that provides energy supply solutions and risk management services to support its clients through their decarbonization journey.We are seeking a highly skilled Market Risk Analyst to join our Global Risk Analytics team, who is responsible for...

  • Business Risk Analyst

    il y a 3 semaines


    Paris, Île-de-France Sibylone Temps plein

    Join Sibylone as a Business Risk AnalystSibylone, a leading data exploitation company, is seeking a Business Risk Analyst to accompany its clients in optimizing risk management through data valorization and transformation. Our expertise revolves around three pillars: Business, Data, and Project. Our 250 collaborators work daily to support large enterprises...

  • Risk Analyst

    il y a 3 semaines


    Paris, Île-de-France Fed Group Temps plein

    Job DescriptionWe are seeking a highly skilled Risk Analyst to join our team at Fed Group in Paris. As a key member of our team, you will be responsible for analyzing interest rate risk and managing asset/liability.Key Responsibilities:Analyze and manage interest rate risk to ensure the bank's assets and liabilities are aligned with its risk appetite.Update...

  • Business Risk Analyst

    il y a 4 semaines


    Paris, Île-de-France Crédit Agricole SA Temps plein

    Job DescriptionCrédit Agricole SA is seeking a highly skilled Business Risk Analyst to join its team. As a Business Risk Analyst, you will be responsible for analyzing and managing credit risk within the organization.Key ResponsibilitiesAnalyze and assess credit risk within the organizationDevelop and implement risk management strategies to mitigate credit...

  • Business Risk Analyst

    il y a 4 semaines


    Paris, Île-de-France Crédit Agricole SA Temps plein

    Job DescriptionCrédit Agricole SA is seeking a skilled Business Risk Analyst to join its team. As a Business Risk Analyst, you will be responsible for analyzing and managing credit risk within the organization.Key ResponsibilitiesDevelop and implement risk management strategies to mitigate credit riskConduct thorough analysis of credit risk data to identify...

  • Risk Management Analyst

    il y a 3 semaines


    Paris, Île-de-France Crédit Agricole SA Temps plein

    Job Title: Risk Management AnalystCrédit Agricole CIB is seeking a Risk Management Analyst to join our team in Paris. As a Risk Management Analyst, you will be responsible for analyzing and managing market risk in our equity and derivatives business.Key Responsibilities:Analyze and manage market risk in our equity and derivatives businessDevelop and...