Quantitative Consultant – Risk Modeling

il y a 3 semaines


Paris, Île-de-France Sia Partners Temps plein
Position Overview

Sia Partners is seeking a talented professional to enhance their Quantitative Services division. In this role, you will undertake a variety of responsibilities, including:

  • Designing and executing market risk and CVA models in alignment with regulatory standards such as Basel IV / CRR3.
  • Refining Value at Risk (VaR) models to improve accuracy and compliance.
  • Developing pricing frameworks for risk management systems and Independent Process Valuation (IPV).
  • Calculating market reserves and Adjusted Value at Risk (AVA) for Prudent Valuation.
  • Collaborating with Risk Management teams on model evaluations and audits.
  • Assisting both financial and non-financial institutions with the implementation of IFRS 9.
  • Performing stress tests and back-testing methodologies.

Beyond your core duties, you will also engage in various initiatives to foster the growth and evolution of the company:

  • Improving service offerings and aiding the banking sector in commercial projects.
  • Providing mentorship and development opportunities for fellow consultants.
  • Participating in ongoing research related to methodologies, technical advancements, and regulatory changes.
Candidate Profile

The ideal candidate will possess a quantitative background (Master's or Doctorate) along with substantial experience in banking or consulting. You should have a strong foundation in modeling, risk management, independent validation, or auditing. Proficiency in modeling languages such as R and Python, along with familiarity with market tools like SAS, SQL, Matlab, and Dataiku, is crucial. We value strong collaboration skills, analytical acumen, and a commitment to contributing to a vibrant professional setting. Fluency in French and professional proficiency in English are essential.

Company Commitment

Sia Partners is dedicated to promoting equality in employment practices, basing all employment decisions on performance, skills, and organizational needs.



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