Quantitative Risk Consultant

il y a 3 semaines


Paris, Île-de-France Algofi Temps plein
ALGOFI is a renowned consulting firm specializing in Financial Engineering, headquartered in Paris, employing over 200 professionals. We deliver critical insights and support to prominent clients in Market Finance through consulting services, financial engineering, project oversight, solution integration, and operational assistance across Front, Middle, and Back Office, as well as Risk Management sectors.

Our collaborations extend to leading Market Finance institutions and partnerships with finance solution providers such as SIMCORP.

Position Overview

We are seeking a consultant with expertise in the modeling and validation of EQD/FIT/Risk valuation models to enhance our risk competence center team. This position entails engaging in regulatory compliance and development initiatives for our clientele. You will have the chance to tackle a variety of stimulating projects within risk and front-office divisions.

Key Responsibilities:
  • Assess and validate pricing models created by the R&D teams through rigorous testing, benchmarking, and independent validation of implementations.
  • Evaluate risk model methodologies and the provisions for parameter uncertainties.
  • Examine data model methodologies suggested by front office teams.
  • Remain informed about advancements in modeling through technological and academic research.
Candidate Profile:

We are interested in candidates holding an engineering degree, a master's in quantitative finance, or possessing a robust scientific background. Proficiency in financial modeling, stochastic calculus, numerical simulation, financial products, risk valuation, and IT development is essential. Strong communication skills in both French and English, a broad general knowledge base, excellent interpersonal skills, and a high degree of autonomy are also crucial.
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