Quantitative Market Risk Analyst

il y a 23 heures


Paris, Île-de-France Natixis Temps plein
Market Risk Modelling Expert

We are seeking a highly skilled Market Risk Modelling Expert to join our team at Natixis. As a key member of our Market & Counterpart Risk Modelling division, you will play a crucial role in designing and implementing methodologies to evaluate market risks.

Key Responsibilities:
  • Develop and propose new methodologies for market risk evaluation
  • Evaluate the impacts of proposed evolutions on market risk models
  • Support the implementation of methodologies and model life cycle
  • Provide quantitative support on market risk issues

You will work closely with our team of experts to create and improve methodologies in the Independent Price Verification (IPV) calculation framework, market reserves, and adjustments required for Prudent Valuation. Your expertise will also be applied to the design and improvement of risk measurement models such as VaR, Stressed VaR, IRC/DRC, EEPE, Economic Capital, and other Natixis market risk models.

Requirements:
  • At least 2 years of experience in quant risk, front office, or validation roles
  • Familiarity with financial mathematics, key financial instruments, and risk measures
  • Proficiency in statistical models, data processing techniques, and one or more programming languages (Python, C++, R)
  • Excellent communication and teamwork skills
  • Master's degree in a relevant field

We offer a dynamic and inclusive work environment, with opportunities for career growth and development. If you are passionate about market risk modelling and want to make a meaningful contribution to our team, we encourage you to apply.



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