Quantitative Market Risk Modeller

il y a 3 semaines


Paris, Île-de-France Natixis Temps plein

Job Opportunity

As a Quantitative Market Risk Modelling professional, you will be part of the Market Risk Modelling team within the Market & Counterpart Risk Modelling division at Natixis. Your primary responsibility will be to design and propose new methodologies to improve our risk measurement models, such as VaR, Stressed VaR, IRC/DRC, EEPE, and Economic Capital.

Your Key Responsibilities:

  • Develop and implement new risk measurement models and methodologies;
  • Evaluate the impact of proposed changes on our risk models and frameworks;
  • Support the implementation of new methodologies and the model life cycle;
  • Collaborate with the risk department to provide quantitative support on market risk issues.

About the Role:

You will work in an international environment, collaborating with experts who share a passion for excellence, impact, and collective action. As a Top Employer, Natixis prioritizes the growth and development of its employees, offering internal mobility, career development, and training opportunities.

Requirements:

To succeed in this role, you will need at least 2 years of experience in quant risk, front office, or validation, preferably with a focus on cross-asset issues. You should be familiar with financial mathematics, key financial instruments, risk measures, statistical models, and data processing techniques. Proficiency in one or more programming languages, such as Python, C++, or R, is also essential.

About You:

We are looking for a motivated individual with excellent communication skills, autonomy, and a strong proposal strength. You should be able to work independently and as part of a team, with a good listening ability and a willingness to learn and adapt to new situations. A B2 level of English is required for this role.



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