Analyst Quantitative Market Risk Modelling

Beschreibung:

Company Description

(COMPANY NAME) Corporate & Investment Banking is a leading global financial institution that provides advisory, investment banking, financing, corporate banking and capital markets services to corporations, financial institutions, financial sponsors and sovereign and supranational organizations worldwide.
Our teams of experts in 30 countries advise clients on their strategic development, helping them to grow and transform their businesses, and maximize their positive impact. (COMPANY NAME) Corporate & Investment Banking is committed to supporting the environmental transition by aligning our financing balance sheet with a +1.5°C trajectory by 2050.
(COMPANY NAME) Corporate & Investment Banking is part of the Global Financial Services division of Groupe BPCE, the 5th largest European financial institution and the second-largest banking group in France through the Banque Populaire and Caisse d'Epargne retail networks.
If you are interested in inspiring challenges, making an impact and helping build the world of the future - if you want more than just a job - then join us.
As a responsible employer, we constantly strive to build a fulfilling and inclusive working environment. We are committed to offering the same opportunities to all our talents from all backgrounds and career paths, regardless of their age, experience, sexual orientation or disability…

Job Description

You join the Market Risk Modelling team, within the Market & Counterpart Risk Modelling division, as a Quantitative Market Analyst.
Your daily tasks are to:
* Design and propose new methodologies, and/or improve existing ones;
* Evaluate the impacts of the proposed evolutions;
* Support the implementation of the different methodologies and the model life cycle;
* Provide quantitative support within the risk department on quantitative market issues.
You participate in the creation and improvement of methodologies in the Independent Price Verification (IPV) calculation framework, market reserves and adjustments required for Prudent Valuation. You are also involved in the design and improvement of risk measurement models such as VaR, Stressed VaR, IRC/DRC, EEPE (Expected Effective Positive Exposure), Economic Capital and other (COMPANY NAME) market risk models.
You work in an international environment, within a community of experts that places excellence, impact and collective action at the heart of everything it does.

#TransformativeFinance
This position is based in Paris with the ability to work from home.
As a Top Employer, we put our people first. Internal mobility, career development and training systems allow you to grow and flourish throughout your career.
You work in a hybrid, inclusive and collaborative work environment.
You also have the opportunity to make a commitment to society and the causes that matter to you through our corporate foundation.

About the recruitment process
You will be contacted by one of our recruiters before meeting our business experts (manager, team member or business line member).
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Required Skills/Qualifications/Experience

About you: If you recognize yourself in the following description, you are made to work with us:

You have at least 2 years of experience in the functions of quant risk, front office or validation, ideally on cross assets issues.

You are familiar with:
* Financial mathematics and key financial instruments;
* The main risk measures;
* Statistical models and data processing techniques;
* One or more programming languages (Python, C++, R).

You have an excellent relationship, a very good listening ability, you are:
* Autonomous and organized;
* Strength of proposal;
* Motivated by teamwork.

You master English with a B2 level.

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