Consultant in Market Risk Management

il y a 4 semaines


Paris, Île-de-France Algofi Temps plein
Join ALGOFI - Leaders in Financial Engineering

ALGOFI stands as a premier consulting firm in the realm of financial engineering, situated in the heart of Paris. With a dedicated team of over 200 professionals, we pride ourselves on delivering exceptional expertise to prominent clients within the financial markets. Our services encompass consultancy, financial engineering, project management, solution integration, and comprehensive business support across Front, Middle, Back Office, and Risk Management domains.

Our esteemed clientele and collaborations with leading financial solution providers, such as SIMCORP, position us at the cutting edge of financial market innovations.

Position Overview

In light of our ongoing expansion, we are seeking to enhance our capabilities in banking risk management. As a seasoned consultant specializing in market risk, your responsibilities will include:

  • Analyzing regulatory frameworks
  • Mapping trading books
  • Attributing profit and loss
  • Implementing the SBA Framework
  • Calculating Expected Shortfall
  • Developing and overseeing new risk indicators
  • Coordinating project activities

Your expertise will be pivotal in designing and validating financial risk measurement models, including Expected Shortfall, xVA, IPV, and IRRBB, among others.

Depending on your background, you may take on roles such as Subject Matter Expert, Financial Engineer, Project Manager, or Strategic Business Analyst.

Candidate Profile

We are in search of individuals holding a degree in engineering from a distinguished institution, with a focus on applied mathematics relevant to Banking or Finance. A robust understanding of banking regulations, valuation methodologies, and risk management practices is crucial. Candidates should possess excellent communication, writing, stress management, and teamwork abilities. Proficiency in English is required.



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