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Quantitative Risk Analyst - Financial Services - Paris

Job Title: Quantitative Risk Analyst - Financial Services - Paris
Contract Type: Permanent
Location: Paris, Île-de-France
Industry:
Salary: €50000.00 - €55000.00 per annum
Reference: BBBH19365_1534519015
Contact Name: George Marks
Contact Email: george.marks@twentyrecruitment.com
Job Published: August 17, 2018 16:16

Job Description

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.

Responsibilities:

  • 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

Skills required:

  • 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