Senior Risk Consultant

il y a 3 semaines


Paris, Île-de-France Capteo Temps plein
Join Capteo's Risk Team as a Senior Consultant

We are seeking a Senior Consultant to join our Risk team, specializing in Counterparty Risk and with an entrepreneurial spirit.

As a Senior Consultant, you will be responsible for:

  • Supporting the implementation of the Fundamental Review of the Trading Book (FRTB CVA & DRC)
  • Ensuring compliance with the TRIM Counterparty regulation
  • Managing projects related to the evolution of risk frameworks for counterparty risk on market operations (new products, regulatory changes, etc.)
  • Overseeing the evolution and validation of internal models (IMM) for counterparty risk calculation
  • Designing and/or reviewing financial risk measurement models: xVA (CVA, DVA, FVA, Collateral VA), Initial Margin, etc.

In addition, you will actively participate in the development of the Risk practice:

  • Regulatory monitoring
  • Elaboration of research projects, publications
  • Structuring and promotion of commercial offers
  • Responding to tenders
  • Training (internal and external)
  • Evaluation of candidates

We are looking for a candidate with a strong background in mathematics applied to finance, with expertise in counterparty risk on market operations (FRTB, CVA, xVA, EEPE, CVaR, IM, Collateral Management). You should have experience in managing risk and regulatory projects and a good understanding of IT. A strong entrepreneurial spirit and excellent communication skills are also essential.

This role requires a good command of English.


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