Quantitative Market Risk Modelling Specialist
il y a 4 semaines
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.
-
Quantitative Market Risk Modelling Specialist
il y a 4 semaines
Paris, Île-de-France Natixis Temps pleinJob 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 methodologies and models, and providing quantitative support within the...
-
Quantitative Market Risk Modeller
il y a 3 semaines
Paris, Île-de-France Natixis Temps pleinJob 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...
-
Senior Quantitative Analyst
il y a 4 semaines
Paris, Île-de-France Millar Associates Temps pleinJob 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...
-
Quantitative Analyst
il y a 3 semaines
Paris, Île-de-France Millar Associates Temps pleinQuantitative 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 4 semaines
Paris, Île-de-France Finalyse Temps pleinJob 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 Modeling Expert
il y a 1 mois
Paris, Île-de-France Younited Credit Temps pleinHead 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...
-
Market Risk/ALM Specialist
il y a 1 mois
Paris, Île-de-France Finalyse Temps pleinJob 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...
-
Market Risk Manager, Senior Vice President
il y a 3 semaines
Paris, Île-de-France 22936 Citigroup Global Markets Europe AG - FRANCE Temps pleinOverview of the RoleCitigroup Global Markets Europe AG - FRANCE seeks a highly skilled Market Risk Manager, Senior Vice President to join its team. This role is critical in the implementation and management of a regulatory-compliant and robust market risk framework for the entity and meeting the needs of local regulators.ResponsibilitiesDay-to-day...
-
Quantitative Risk Manager
il y a 3 semaines
Paris, Île-de-France Goldman Sachs Temps pleinAbout This RoleWe are seeking a highly skilled Quantitative Risk Manager to join our team at Goldman Sachs. In this role, you will be responsible for building cutting-edge pricing, risk and capital models for bonds and credit derivatives.Your ImpactAs a Quantitative Risk Manager, you will work closely with sales and traders to develop strategies to navigate...
-
Market Risk Specialist
il y a 3 semaines
Paris, Île-de-France Natixis Temps pleinAbout the JobNatixis Corporate and Investment Banking is seeking an experienced Market Risk Specialist to join its Internal Audit team. This role is responsible for evaluating the risk and results measurement system, checking the effectiveness of internal controls, and assessing the robustness of business processes.Key ResponsibilitiesEvaluate the risk and...
-
Market Risk/ALM Consultant
Il y a 2 mois
Paris, Ile-de-France Finalyse Temps pleinOur aim is to support our clients incorporating changes and innovations in valuation, risk and compliance. We share the ambition to contribute to a sustainable and resilient financial system and facing these extraordinary challenges is what drives us every day. Our people are empowered to design and implement efficient and pragmatic solutions. Acting as one...
-
Analyste Quantitatif Marché
il y a 1 mois
Paris, Île-de-France Natixis SA Temps pleinPoste et MissionsVous rejoignez l'équipe Market Risk Modelling, au sein du pôle Market & Counterpart Risk Modelling, en tant qu'Analyste Quantitatif Marché.Au quotidien, vous avez pour missions de :Concevoir et proposer des nouvelles méthodologies, et/ou améliorer les existantes ;Evaluer les impacts des évolutions proposées ;Accompagner...
-
Climate Risk Specialist
il y a 4 semaines
Paris, Île-de-France ERM Temps pleinERM is seeking a Climate Risk Specialist to join its team in France. The ideal candidate will have a strong background in climate risk and adaptation, with experience in the consulting industry.Key Responsibilities:Apply quantitative methodologies to climate risk and opportunity assessments, including financial statement analysis and discounted cash flow...
-
Market Risk Specialist Intern
il y a 4 semaines
Paris, Île-de-France Murex Temps pleinClient Services TeamMurex, a global fintech leader in trading, risk management, and processing solutions for capital markets, is seeking a talented Market Risk Specialist Intern to join our Client Services team. As a member of our team, you will be responsible for accompanying Murex clients in the conception, deployment, and support of solutions allowing...
-
Principal Risk Management Specialist
il y a 1 semaine
Paris, Île-de-France Adepto Technical Recruitment Temps pleinAdepto Technical Recruitment is seeking a highly skilled and experienced Principal Risk Management Specialist to join our Paris team.We offer a competitive salary of €120,000 per year, depending on experience.Job DescriptionIn this critical role, you will be responsible for leading and developing our Risk Management and Consequence Modelling team, ensuring...
-
Senior Vice President
il y a 4 semaines
Paris, Île-de-France 22936 Citigroup Global Markets Europe AG - FRANCE Temps pleinAre you looking for a career move that will put you at the heart of a global financial institution? Then bring your skills in analysis, problem-solving, and communication to Citi's Risk Management function. By joining Citi, you will become part of a global organization whose mission is to serve as a trusted partner to our clients by responsibly providing...
-
Quantitative Portfolio Manager
il y a 1 mois
Paris, Île-de-France Point72 Temps pleinAbout Point72Cubist Systematic Strategies, an affiliate of Point72, leverages cutting-edge technology to deploy systematic trading strategies across multiple liquid asset classes, including equities, futures, and foreign exchange. Our core strength lies in rigorous research into market anomalies, fueled by our unparalleled access to a wide range of publicly...
-
Market Risk Manager
il y a 4 semaines
Paris, Île-de-France 22936 Citigroup Global Markets Europe AG - FRANCE Temps pleinAre you looking for a challenging role that will put you at the heart of a global financial institution? Then bring your skills in analysis, problem-solving, and communication to Citi's Risk Management function. By joining Citi, you will become part of a global organization whose mission is to serve as a trusted partner to our clients by responsibly...
-
Market Risk Officer
il y a 2 semaines
Paris, Île-de-France MUFG Temps pleinRisk Management Role OverviewMUFG is seeking a skilled Market Risk Officer to join our Risk Management Department. This role will support the control and administration of the bank's credit and market risk transaction portfolio and customer data.Main ResponsibilitiesEnsure accurate and timely processing of daily workflow tasks.Support the preparation and...
-
Risk Management Specialist
Il y a 2 mois
Paris, Île-de-France Adepto Technical Recruitment Temps pleinTechnical Leader - Risk Management and Consequence ModellingAdepto Technical Recruitment is seeking a highly skilled and motivated Technical Leader to join our Paris team. In this critical role, you will be responsible for the development and growth of our Risk Management and Consequence Modelling team.Key Responsibilities:Lead and manage the Risk Management...