Quantitative Analyst – Validation
Your Mission
You will be working for one of our CIB clients based in the Paris region.
Reporting to the Front Office or the Risk Department, your role will involve carrying out the following tasks :
-Critical analysis of the methodologies used in the construction of models
-Carrying out independent calculations to check the correct implementation of the models
-Analysing backtesting to determine the performance and robustness of the models
-Analysis of the adequacy of the results in relation to current regulations
-Recommend improvements to the models
-Drafting of validation reports
Your Profile
-You have an engineering degree or 5 years’ higher education with a specialisation in Finance / Mathematics / Statistics / Econometrics.
-You have at least 3 years’ experience in a financial institution (CIB, Custodian, Brokerage, CCP, Asset Manager, etc.)
-You will have a good knowledge of risk modelling techniques (econometric models, statistical models, stochastic calculations, valuation of financial instruments, VaR, etc.) and good programming skills (C++, C#, Python, SAS, SQL, R).
-Knowledge of regulatory texts is a plus (Basel standards, IFRS, FRTB, ICAAP, etc.).
-You have a good level of English.