Quantitative Market Risk Modelling Specialist

il y a 4 semaines


Paris, Île-de-France Natixis Temps plein

Job Opportunity

You are invited to apply for a Quantitative Market Risk Modelling position within the Market & Counterpart Risk Modelling division at Natixis.

Your daily tasks will include designing and proposing new methodologies, evaluating their impacts, supporting the implementation of methodologies and models, and providing quantitative support within the risk department.

You will participate in the creation and improvement of methodologies in the Independent Price Verification (IPV) calculation framework, market reserves, and adjustments required for Prudent Valuation.

You will also be involved in the design and improvement of risk measurement models such as VaR, Stressed VaR, IRC/DRC, EEPE, Economic Capital, and other Natixis market risk models.

You will work in an international environment with a community of experts who value excellence, impact, and collective action.

This position is based in Paris with the possibility of working from home.

Natixis is a Top Employer that prioritizes its employees' growth and development through internal mobility, career development, and training systems.

You will have the opportunity to work in a hybrid, inclusive, and collaborative work environment and to make a commitment to society and the causes that matter to you through our corporate foundation.

About the Recruitment Process

You will be contacted by one of our recruiters before meeting our business experts.

Required Skills and Qualifications

To be successful in this role, you should have at least 2 years of experience in quant risk, front office, or validation, ideally with cross-asset issues.

You should be familiar with financial mathematics, key financial instruments, main risk measures, statistical models, and data processing techniques.

You should also have excellent communication skills, be autonomous and organized, and have a strong proposal strength.

Finally, you should be motivated by teamwork and have a B2 level of English proficiency.



  • Paris, Île-de-France Natixis Temps plein

    Job OpportunityYou are invited to apply for a Quantitative Market Risk Modelling position within the Market & Counterpart Risk Modelling division at Natixis.Your daily tasks will include designing and proposing new methodologies, evaluating their impacts, supporting the implementation of different methodologies, and providing quantitative support within the...


  • Paris, Île-de-France Natixis Temps plein

    Job Title: Quantitative Market Risk ModellingAbout the RoleWe are seeking a highly skilled Quantitative Market Risk Modelling expert to join our Market Risk Modelling team within the Market & Counterpart Risk Modelling division.Key ResponsibilitiesDesign and propose new methodologies for market risk modelling, and improve existing ones.Evaluate the impacts...


  • Paris, Île-de-France Natixis Temps plein

    Job OpportunityAs 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...


  • Paris, Île-de-France SGS Société Générale de Surveillance SA Temps plein

    Quantitative Risk Modeling ExpertAs a Quantitative Risk Modeling Expert at SGS Société Générale de Surveillance SA, you will design and develop econometric models for risk prediction in the banking industry. Your expertise in statistical modeling and machine learning will enable you to create tools for managing the bank's risks, such as rating models...


  • Paris, Île-de-France SGS Société Générale de Surveillance SA Temps plein

    Quantitative Risk Analyst RoleAs a Quantitative Risk Analyst at SGS Société Générale de Surveillance SA, you will play a crucial role in designing and developing econometric, statistical, and Machine Learning models for risk prediction. Your expertise will be instrumental in helping the bank manage its risks effectively.Your Key ResponsibilitiesDesign...

  • Quantitative Risk Analyst

    il y a 4 semaines


    Paris, Île-de-France Council of Europe Development Bank Temps plein

    Job DescriptionThe Council of Europe Development Bank (CEB) is seeking a highly skilled and motivated Quantitative Risk Analyst to join its Financial Risk Division. As a key member of the team, you will be responsible for developing and implementing quantitative models to assess and manage financial risks.Key Responsibilities:Develop and maintain complex...

  • Market Risk/ALM Specialist

    il y a 4 semaines


    Paris, Île-de-France Finalyse Temps plein

    About the RoleWe are seeking a highly skilled Market Risk/ALM Consultant to join our team at Finalyse. As a key member of our Risk Advisory practice, you will be responsible for developing and deploying risk management solutions for our banking clients.Key ResponsibilitiesParticipate in engagements for our banking clients in the development and deployment of...

  • Senior Quantitative Analyst

    il y a 4 semaines


    Paris, Île-de-France Millar Associates Temps plein

    Job Title: Senior Quantitative Analyst - Credit ModelingJob Summary:Millar Associates is seeking a highly skilled Senior Quantitative Analyst - Credit Modeling to join our team. As a Senior Quantitative Analyst - Credit Modeling, you will be responsible for developing and maintaining credit models, analyzing data, and providing insights to support business...

  • Lead Quantitative Risk Manager

    il y a 4 semaines


    Paris, Île-de-France Top-Tier Global Investment Bank Temps plein

    Job OverviewWe are seeking a Lead Quantitative Risk Manager to join our Global Markets team in Paris. The successful candidate will be responsible for ensuring high-quality standards for calculation libraries, building yield curves and developing and testing models, and working closely with Fixed Income Desks and Risk, Finance & IT teams.Key...

  • Quantitative Analyst

    il y a 3 semaines


    Paris, Île-de-France Millar Associates Temps plein

    Quantitative Analyst - Derivatives ModellingMillar Associates is seeking a highly skilled Quantitative Analyst to join their Front Office team, supporting FX & Equity Hybrids and Rates trading. The ideal candidate will have a strong background in derivatives modelling and a proven ability to develop and implement complex mathematical models.Key...

  • Market Risk/ALM Specialist

    il y a 3 semaines


    Paris, Île-de-France Finalyse Temps plein

    Job DescriptionAt Finalyse, we are seeking a highly skilled Market Risk/ALM Consultant to join our team. As a key member of our Risk Advisory practice, you will play a crucial role in supporting our banking clients in the development and deployment of risk management solutions.Key ResponsibilitiesParticipate in engagements for our banking clients in the...

  • Risk Modelling Specialist

    il y a 4 semaines


    Paris, Île-de-France SGS Société Générale de Surveillance SA Temps plein

    Risk Modelling Specialist - Banking SectorAs a Risk Modelling Specialist - Banking Sector at SGS Société Générale de Surveillance SA, you will be responsible for designing and developing statistical models for risk prediction in the banking sector. Your expertise will be crucial in helping the bank manage its risks effectively.Your...

  • Market Risk Specialist

    il y a 4 semaines


    Paris, Île-de-France Engie Temps plein

    Job DescriptionENGIE Global Energy Management & Sales (GEMS) is a leading energy supply solutions and risk management services provider. We are seeking a Junior Market Risk Analyst to join our team.The successful candidate will be responsible for preparing regular risk reports and dashboards for senior management and the board of directors. This will involve...

  • Quantitative Risk Specialist

    il y a 4 semaines


    Paris, Île-de-France SGS Société Générale de Surveillance SA Temps plein

    Key Responsibilities:Design and develop econometric, statistical, and Machine Learning models for risk prediction at SGS Société Générale de Surveillance SA. Utilize high-level expertise in the application of mathematics to finance and quantitative risk. Collaborate closely with the Data Scientist community to drive innovation and contribute to the...

  • Risk Modeling Expert

    il y a 1 mois


    Paris, Île-de-France Younited Credit Temps plein

    Head of Risk ModelingAt Younited Credit, we're revolutionizing lending and payment practices with cutting-edge technology and innovation. As the Head of Risk Modeling, you'll be a key member of our Data Science team, driving the development of quantitative models to shape our company's future.Key Responsibilities:Develop and deploy credit scores across all...

  • Data Modeling Specialist

    il y a 4 semaines


    Paris, Île-de-France Point72 Temps plein

    Job SummaryWe are seeking a highly skilled Data Modeling Specialist to join our team at Point72. As a Quantitative Researcher, you will be responsible for applying advanced data modeling and statistical learning methods to market prediction and systematic trading.Key ResponsibilitiesPre-process large data sets for model estimation and event studiesIdentify...

  • Murex Market Risk Specialist

    il y a 4 semaines


    Paris, Île-de-France Upskills Temps plein

    Job DescriptionUpskills is seeking a highly skilled Murex Market Risk Consultant to join our team. As a key member of our client-servicing team, you will be responsible for driving the implementation of our client's global system, with a focus on Market Risk.The ideal candidate will have a strong background in Market Risk, with experience in Murex VAR, MRA,...

  • Market Risk/ALM Specialist

    il y a 4 semaines


    Paris, Île-de-France Finalyse Temps plein

    Job SummaryWe are seeking a highly skilled Market Risk/ALM Consultant to join our team at Finalyse. As a key member of our Risk Advisory practice, you will be responsible for developing and deploying risk management solutions for our banking clients.Key ResponsibilitiesParticipate in engagements of our Risk Advisory practice for our banking clients in the...

  • Head of Risk Modeling Expert

    il y a 4 semaines


    Paris, Île-de-France Younited Temps plein

    About the RoleWe are seeking a highly skilled and experienced Head of Risk Modeling to join our Data Science team at Younited. As a key member of our Risk & Data department, you will be responsible for developing and deploying quantitative models to drive business growth and risk management.Key ResponsibilitiesDevelop and deploy credit scoring models for all...

  • Quantitative Risk Analyst

    il y a 4 semaines


    Paris, Île-de-France caia - Jobboard Temps plein

    Key Responsibilities:Develop and validate credit models, including rating, granting, and A-IRB models, as well as IFRS9 provisioning models and portfolio analysis.Integrate BI and Machine Learning tools for advanced statistical modeling.Support stress testing methodologies and ensure compliance with regulatory directives such as Basel III/IV.Conduct model...