Twenty Financial Services are currently searching for a Quantitative Risk Analyst for a Financial Services institution based in Paris.
The main responsibility of the role will to design & implement quantitative risk models and system changes as well as monitoring market risk.
- Develop and enhance risk models with a focus on market risk models for derivative products
- Assist with system updates and the implementation, validation and testing of these
- Work on risk; sensitivity testing, back testing and stress testing
- Maintain and develop the risk tools and library
- Engage with internal and external stakeholders
- 1+ years' experience in a quantitative risk team
- Highly desirable to have worked in a market risk modelling team with knowledge of derivative products
- Will consider other quant risk backgrounds such as wholesale or retail modelling
- VBA is essential and SAS is desirable but would consider other languages such as R, Python, Matlab, C++
- Fluent in French & English