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 different methodologies, 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.

Additionally, you will 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.

As a member of our team, 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 make a commitment to society and the causes that matter to you through our corporate foundation.

Requirements

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.

Proficiency in one or more programming languages (Python, C++, R) is also required.

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

A B2 level of English is also necessary for this position.



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