Quantitative Risk Model Supervisor

il y a 3 semaines


Paris, Île-de-France Milleis Banque Privée Temps plein

Milleis Banque Privée is seeking a Quantitative Risk Model Supervisor

Milleis Banque Privée stands as a premier independent private banking institution in France, focusing on wealth management. We emphasize the importance of client relationships, exceptional service, innovative products, and operational agility.

YOUR GOALS

  • Enhance the quality and sustainability of client relationships through targeted quantitative analyses.
  • Play a pivotal role in transforming Milleis by contributing to critical modeling efforts for regulatory adherence and risk management frameworks.

YOUR DUTIES

  • Oversee credit quantification standards and promote best practices in quantitative analysis.
  • Establish governance protocols for quantitative methodologies.
  • Identify requirements for the development of quantitative risk systems.
  • Ensure the precise production of risk indicators.
  • Engage in the development of credit quantitative models aligned with Basel Committee guidelines and regulatory oversight.
  • Evaluate model performance consistently.
  • Support the construction and validation of models developed by subsidiaries.
  • Stay updated on risk requirements pertaining to IFRS9 accounting regulations.
  • Create quantitative models for provisioning calculations.
  • Monitor the performance of IFRS 9 models, including backtesting procedures.
  • Track advancements in credit risk models.
  • Contribute to the monitoring of solvency regulations.
  • Maintain and refresh RWA and IFRS 9 calculation engines.
  • Independently validate ALM financial models.
  • Collaborate with diverse departments including credit, IT, and finance.
  • Lead a team of two risk model analysts.

YOUR QUALIFICATIONS

  • Strong enthusiasm for database management (SQL, SAS, R, Python).
  • Expertise in statistical analysis, data mining, and data visualization.
  • A degree in statistics or mathematics with 5-7 years of experience in quantitative modeling for credit risk and IFRS 9 provisioning within the banking or consulting sectors.
  • A keen interest in risk management and banking regulations.
  • Exceptional attention to detail.

Your personal data will be retained by Milleis Banque Privée for one year for recruitment purposes. In accordance with data protection regulations, you have the right to access and amend your information.


  • Quantitative Risk Modeler

    il y a 4 jours


    Paris, Île-de-France CAPTEO Temps plein

    About CAPTEOCAPTEO is an independent management consulting firm specializing in the financial industry and insurance. Founded in 2005, we have established ourselves as a leading reference among major industry players.We have been accompanying our clients for over 15 years in their strategic reflections, project implementation, performance improvement, risk...

  • Quantitative Risk Analyst

    il y a 3 semaines


    Paris, Île-de-France Caisse des Dépôts et Consignations Temps plein

    Caisse des Dépôts et Consignations is seeking a skilled and seasoned Financial Risk Modelling Engineer to enhance their team. In this role, you will take charge of validating financial models, performing independent calculations, conducting stress tests, and analyzing regulatory documents. The ideal candidate should possess a minimum of 5 years of...


  • Paris, Île-de-France Bank of America Temps plein

    Job Overview:Bank of America is seeking a highly skilled Senior Quantitative Finance Analyst to join our Model Risk Management team. As a key member of our team, you will be responsible for supporting the development of new models, analytic processes, and system approaches.Key Responsibilities:Perform end-to-end market risk stress testing, including scenario...

  • Quantitative Risk Manager

    il y a 3 jours


    Paris, Île-de-France Millar Associates Temps plein

    Job Summary:Millar Associates is seeking a highly skilled Quantitative Analyst to join our Front Office team in Paris. As a key member of our team, you will be responsible for providing quantitative support to our Trading Desks and contributing to the development of our Global Markets platform.Key Responsibilities:Support the development and implementation...

  • Quantitative Analyst

    il y a 17 heures


    Paris, Île-de-France Millar Associates Temps plein

    Job SummaryMillar Associates is seeking a highly skilled Quantitative Analyst to join our team in London. As a Quantitative Analyst, you will be responsible for developing and implementing pricing models for derivatives and risk engines.About the RoleWe are looking for a talented individual with a strong background in quantitative finance and programming...


  • Paris, Île-de-France CMG CONSULTING GROUP Temps plein

    Position:As a key member of CMG Consulting Group, you will engage in consulting projects focused on quantitative risk assessment. Your primary responsibilities will include:Establishing methodologies for risk measurement (such as VaR and stress testing),Validating models used for risk evaluation and calculations,Identifying reserves associated with...

  • Quantitative Risk Manager

    il y a 3 jours


    Paris 01 Louvre, Île-de-France Millar Associates Temps plein

    Job SummaryMillar Associates is seeking a highly skilled Senior Quantitative Analyst to join our team in Paris. As a key member of our front office quant team, you will be responsible for developing and implementing quantitative models to support our Global Markets platform.Key ResponsibilitiesWork closely with Fixed Income Desks and liaise with Risk,...


  • Paris, Île-de-France Selby Jennings Temps plein

    Job Summary:We are seeking a highly skilled Quantitative Risk Modeller to join our team at Selby Jennings. As a key member of our risk management consultancy, you will play a pivotal role in advising and supporting clients within the banking sector.About the Role:This is an exciting opportunity to work with a dynamic and experienced team of professionals,...


  • Paris 01 Louvre, Île-de-France Millar Associates Temps plein

    Job SummaryMillar Associates is seeking a highly skilled Senior Quantitative Analyst to join our Front Office Quant team in Paris. As a key member of our team, you will be responsible for developing and implementing quantitative models to support our Global Markets platform.Key ResponsibilitiesWork closely with Fixed Income Desks and liaise with Risk,...


  • Paris, Île-de-France Arcelormittal Treasury Temps plein

    ArcelorMittal is a prominent steel manufacturer with a global presence and annual revenues nearing ~$80 billion. Committed to producing safe and sustainable steel, it stands as the leading provider of high-quality steel products across key sectors such as automotive, construction, household goods, and packaging. With operations in 60 countries,...

  • Quantitative Risk Manager

    il y a 3 jours


    Paris 01 Louvre, Île-de-France Millar Associates Temps plein

    Job SummaryMillar Associates is seeking a highly skilled Senior Quantitative Analyst to join our Front Office Quant team in Paris. As a key member of our team, you will be responsible for developing and implementing quantitative models to support our Global Markets platform.Key ResponsibilitiesCollaborate closely with Fixed Income Desks and liaise with Risk,...

  • Quantitative Risk Analyst

    il y a 3 jours


    Paris, Île-de-France Arcelormittal Treasury Temps plein

    About the RoleArcelorMittal Treasury is seeking a highly skilled Quantitative Risk Analyst to join our Financial Risk Management team. As a key member of our team, you will play a pivotal role in developing advanced quantitative models, optimizing risk management processes, and enhancing risk assessment across various asset classes.Key...

  • Quantitative Risk Analyst

    il y a 2 jours


    Paris, Île-de-France Arcelormittal Treasury Temps plein

    About the RoleArcelorMittal Treasury is seeking a highly skilled Quantitative Risk Analyst to join our Financial Risk Management Department. As a key member of our team, you will play a pivotal role in developing advanced quantitative models, optimizing risk management processes, and enhancing risk assessment across various asset classes.Key...


  • Paris, Île-de-France Emérique & Partners Temps plein

    Become a Part of Emérique & Partners as a Credit Risk Quantitative AnalystAre you ready to take on a rewarding challenge in the realm of credit risk analysis? Emérique & Partners is on the lookout for a skilled Quantitative Analyst to join our innovative team dedicated to developing credit risk models. This position offers a unique chance to enhance your...

  • Quantitative Risk Analyst

    il y a 3 semaines


    Paris, Île-de-France Belvedere Recruitment Temps plein

    Quantitative Risk Analyst - Trading Focus (Contractor Role) Are you enthusiastic about exploring the intricate world of Traded Risk? Become a vital member of a progressive Global Risk Analytics team, engaging in a role that is essential to risk management within the trading sector. We are looking for skilled professionals who are based locally and possess...

  • Quantitative Risk Consultant

    il y a 3 semaines


    Paris, Île-de-France Algofi Temps plein

    ALGOFI is a leading consulting firm in Financial Engineering located in Paris, employing over 200 professionals. We offer significant expertise to prominent clients in Market Finance through our consulting services, financial engineering, project management, solution integration, and business support across Front, Middle, and Back Office, as well as Risk...

  • Quantitative Risk Consultant

    il y a 3 semaines


    Paris, Île-de-France Quanteam Temps plein

    Quanteam Group is seeking a skilled quantitative analyst consultant to focus on market risk modeling.Your primary duties will encompass:Development and operational execution of market risk and CVA models aligned with Basel IV, CRR3, or corrective measures, including the preparation of validation documentation for regulatory authorities.Creation and...

  • Quantitative Risk Consultant

    il y a 3 semaines


    Paris, Île-de-France Quanteam Temps plein

    Quanteam Group is seeking a skilled quantitative analyst consultant to engage in the domain of market risk modeling.Your primary responsibilities will encompass:Development and execution of market risk and CVA models in alignment with Basel IV, CRR3, or corrective action plans, including the preparation of validation documentation for regulatory...

  • Quantitative Risk Consultant

    il y a 3 semaines


    Paris, Île-de-France Quanteam Temps plein

    Quanteam Group is seeking a skilled quantitative analyst consultant to engage in market risk modeling initiatives.Your primary responsibilities will encompass:Development and operational execution of market risk and CVA models aligned with Basel IV, CRR3, or corrective strategies, including the preparation of validation documentation for regulatory...

  • Quantitative Risk Consultant

    il y a 3 semaines


    Paris, Île-de-France Algofi Temps plein

    ALGOFI is a renowned consulting firm specializing in Financial Engineering, headquartered in Paris, employing over 200 professionals. We deliver critical insights and support to prominent clients in Market Finance through consulting services, financial engineering, project oversight, solution integration, and operational assistance across Front, Middle, and...