Quantitative Risk Manager
il y a 2 semaines
This is a challenging opportunity to join the Global Risk Analytics (GRA) function at HSBC, where you will play a key role in identifying and investigating deficiencies in Credit Conversion Factor (CCF) and XVA models. Your expertise will be instrumental in developing enhanced methodologies and software/library components to improve the accuracy of CCF and XVA risk measurement and management.
Key Responsibilities- Review and improve or re-build existing CCF and XVA models and methodologies
- Drive improvements to the systems and data infrastructure supporting deployment of CCF and XVA models
- Coordinate projects aimed at aligning methodologies, governance, and policies around the Group
- Keep abreast of business and regulatory requirements
- Engage in industry discussions to inform policy
- Appropriately calibrated and applied traded credit models ensure that risk is accurately quantified, allocated, and managed
- Regulatory approval for effective traded credit models aligns risk measurement and capital, removing arbitrage
- Understanding of regulatory requirements enables the business to prepare for changes in regulation
- Effective communication with the GRA team ensures a strong common understanding of models and best practices
- Providing bespoke analysis for new business ensures that the business can make appropriate risk/capital assessments
- Understanding of traded credit risk and ability to quantify risks using advanced mathematical techniques (Stochastic calculus) and programming languages (C++, Python, Java)
- Forming a good understanding of the credit risk exposure taken within HSBC to guide the development of new or enhanced risk methodologies
- Ability to clearly explain model details to other areas of the bank in non-technical language
- Developing a clear understanding of regulatory expectations and requirements
- Ability to lead and manage a project involving different stakeholders across several geographies
- Autonomy and ability to meet tight deadlines
- Ability to manage ambiguous requirements and make effective decisions
HSBC is a trusted international organization with a global customer base of around 39 million customers worldwide through a network that covers 62 countries and territories. In Europe, our ambition is to become the leading international wholesale bank, and we need talent like you to help us meet our ambition.
-
Quantitative Risk Manager
il y a 3 jours
Paris, Île-de-France Millar Associates Temps pleinJob Summary:Millar Associates is seeking a highly skilled Quantitative Analyst to join our Front Office team in Paris. As a key member of our team, you will be responsible for providing quantitative support to our Trading Desks and contributing to the development of our Global Markets platform.Key Responsibilities:Support the development and implementation...
-
Quantitative Risk Analyst
il y a 2 jours
Paris, Île-de-France Arcelormittal Treasury Temps pleinAbout the RoleArcelorMittal Treasury is seeking a highly skilled Quantitative Risk Analyst to join our Financial Risk Management Department. As a key member of our team, you will play a pivotal role in developing advanced quantitative models, optimizing risk management processes, and enhancing risk assessment across various asset classes.Key...
-
Quantitative Risk Manager
il y a 3 jours
Paris 01 Louvre, Île-de-France Millar Associates Temps pleinJob SummaryMillar Associates is seeking a highly skilled Senior Quantitative Analyst to join our team in Paris. As a key member of our front office quant team, you will be responsible for developing and implementing quantitative models to support our Global Markets platform.Key ResponsibilitiesWork closely with Fixed Income Desks and liaise with Risk,...
-
Quantitative Risk Analyst
il y a 3 jours
Paris, Île-de-France Arcelormittal Treasury Temps pleinAbout the RoleArcelorMittal Treasury is seeking a highly skilled Quantitative Risk Analyst to join our Financial Risk Management team. As a key member of our team, you will play a pivotal role in developing advanced quantitative models, optimizing risk management processes, and enhancing risk assessment across various asset classes.Key...
-
Quantitative Risk Manager
il y a 3 jours
Paris 01 Louvre, Île-de-France Millar Associates Temps pleinJob SummaryMillar Associates is seeking a highly skilled Senior Quantitative Analyst to join our Front Office Quant team in Paris. As a key member of our team, you will be responsible for developing and implementing quantitative models to support our Global Markets platform.Key ResponsibilitiesCollaborate closely with Fixed Income Desks and liaise with Risk,...
-
Quantitative Risk Model Supervisor
il y a 3 semaines
Paris, Île-de-France Milleis Banque Privée Temps pleinMilleis Banque Privée is seeking a Quantitative Risk Model SupervisorMilleis Banque Privée stands as a premier independent private banking institution in France, focusing on wealth management. We emphasize the importance of client relationships, exceptional service, innovative products, and operational agility.YOUR GOALSEnhance the quality and...
-
Financial Risk Quantitative Analyst
il y a 3 semaines
Paris, Île-de-France Arcelormittal Treasury Temps pleinArcelorMittal is a prominent steel manufacturer with a global presence and annual revenues nearing ~$80 billion. Committed to producing safe and sustainable steel, it stands as the leading provider of high-quality steel products across key sectors such as automotive, construction, household goods, and packaging. With operations in 60 countries,...
-
Senior Quantitative Portfolio Manager
il y a 2 jours
Paris, Île-de-France Quantitative Talent Ltd Temps plein**About Quantitative Talent Ltd**We are a leading global quantitative trading firm with over two decades of experience in the high- and mid-frequency trading space in liquid asset classes. Our proven track record of bringing on Quantitative Portfolio Managers and enabling them to successfully build and run their trading strategies is unmatched.**Our...
-
Risk Analyst
il y a 2 jours
Paris, Île-de-France Abc Arbitrage Temps pleinJob DescriptionAbout Abc ArbitrageAbc Arbitrage is a leading financial institution that specializes in quantitative trading and risk management. Our team of experts develops and implements advanced trading strategies that leverage cutting-edge technology and data analysis.Job SummaryWe are seeking a highly skilled Risk Analyst to join our team in Paris. As a...
-
Quantitative Risk Modelling Expert
il y a 1 jour
Paris, Île-de-France Selby Jennings Temps pleinJob Summary:We are seeking a highly skilled Quantitative Risk Modeller to join our team at Selby Jennings. As a key member of our risk management consultancy, you will play a pivotal role in advising and supporting clients within the banking sector.About the Role:This is an exciting opportunity to work with a dynamic and experienced team of professionals,...
-
Market Risk Quantitative Analyst
il y a 3 semaines
Paris, Île-de-France CMG CONSULTING GROUP Temps pleinPosition:As a key member of CMG Consulting Group, you will engage in consulting projects focused on quantitative market risk analysis. Your primary responsibilities will include:Establishing methodologies for risk assessment (VaR, stress testing, etc.),Assessing and validating risk evaluation and calculation frameworks,Determining reserves associated with...
-
Market Risk Quantitative Analyst
il y a 3 semaines
Paris, Île-de-France CMG CONSULTING GROUP Temps pleinPosition:As a key member of CMG Consulting Group, you will engage in consulting projects focused on quantitative risk assessment. Your primary responsibilities will include:Establishing methodologies for risk measurement (such as VaR and stress testing),Validating models used for risk evaluation and calculations,Identifying reserves associated with...
-
Market Risk Quantitative Analyst
il y a 3 semaines
Paris, Île-de-France CMG CONSULTING GROUP Temps pleinPosition: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...
-
Quantitative Risk Analyst – Financial Risk Management
Il y a 3 mois
Paris, Ile-de-France Arcelormittal Treasury Temps pleinArcelorMittal is a leading steel producer with a worldwide footprint and annual sales reaching ~$80bn a year. Guided by a philosophy to produce safe, sustainable steel, it is the leading supplier of quality steel products in all major markets including automotive, construction, household appliances and packaging. ArcelorMittal operates in 60 countries and...
-
Quantitative Risk Analyst
il y a 3 semaines
Paris, Île-de-France Belvedere Recruitment Temps pleinQuantitative Risk Analyst - Trading Focus (Contractor Role) Are you enthusiastic about exploring the intricate world of Traded Risk? Become a vital member of a progressive Global Risk Analytics team, engaging in a role that is essential to risk management within the trading sector. We are looking for skilled professionals who are based locally and possess...
-
Quantitative Risk Modeler
il y a 4 jours
Paris, Île-de-France CAPTEO Temps pleinAbout CAPTEOCAPTEO is an independent management consulting firm specializing in the financial industry and insurance. Founded in 2005, we have established ourselves as a leading reference among major industry players.We have been accompanying our clients for over 15 years in their strategic reflections, project implementation, performance improvement, risk...
-
Senior Quantitative Analyst
il y a 3 semaines
Paris, Île-de-France Top-Tier Global Investment Bank Temps pleinSenior Quantitative Analyst - Credit Risk Company: Top-Tier Global Investment Bank Total Compensation: Up to €250k + Benefits Required Skills & Qualifications: Minimum of 5 years of experience in Credit Quantitative Analysis, with expertise in various financial instruments including CDS, Bonds, CLNs, TRS, Credit Index Options, ETFs, CMS, and Structured...
-
Quantitative Consultant – Risk Modeling
il y a 3 semaines
Paris, Île-de-France Sia Partners Temps pleinJob OverviewSia Partners is seeking a talented professional to enhance their Quantitative Services division. In this position, you will undertake a variety of responsibilities, including:Developing and executing market risk and CVA models in alignment with regulatory standards such as Basel IV / CRR3.Refining Value at Risk (VaR) models.Constructing pricing...
-
Quantitative Risk Analyst Internship
il y a 2 semaines
Paris, Île-de-France Natixis Temps pleinJob OverviewNatixis is seeking a highly skilled Quantitative Risk Analyst to join our Enterprise Risk Management department. This 1-year internship will provide a unique opportunity to work with our team and contribute to the development of our risk management strategies.Main ResponsibilitiesMaintain and upgrade the Value-at-Risk (VaR) engine, existing...
-
Quantitative Risk Consultant
il y a 3 semaines
Paris, Île-de-France Quanteam Temps pleinQuanteam Group is seeking a skilled quantitative analyst consultant to engage in market risk modeling initiatives.Your primary responsibilities will encompass:Development and operational execution of market risk and CVA models aligned with Basel IV, CRR3, or corrective strategies, including the preparation of validation documentation for regulatory...