Quantitative Risk Expert - Creative role strong bonds knowledge Quantitative Risk Expert - Creative role strong  …

PiC
in Paris, Ile-de-France, France
Permanent, Full time
Last application, 14 Feb 20
EUR65000 - EUR70000 per annum + Competitive
PiC
in Paris, Ile-de-France, France
Permanent, Full time
Last application, 14 Feb 20
EUR65000 - EUR70000 per annum + Competitive
A very interesting role has become available for a leading organisation in the Investment Banking Industry in Paris. The role is for a Mid to Senior Level Quant with excellent Mathematical knowledge, strong coding / programming skills and solid knowledge of bonds within the Market.

The role is highly varied, but also as the key Quantitative member of the team you will be able to really make your mark and be creative. You can work closely with a Senior Change Risk Manager to get things implemented or changed, but also working closely with the Head of Risk.

Key parts of the role include

  • Leading the design and improvement of fixed income risk models, from initial discussion to validation in the decision panel.
  • Be the key person for the quant/market risk team.
  • Deep Involvement in risk change projects mainly from a risk framework / risk engine point of view.
  • Involvement in transversal risk management duties.
  • Improve Risk Methodology
  • Implement new prototypes and tools
  • Independent Validation
  • Working with key decision makers and business managers / clients

Must have:

  • Strong Mathematical education applied to Finance - such as Financial Engineering, Quantitative Finance, Financial Mathematics or Applied Mathematics
  • Programming skills in one of the following - Python, VBA or C++
  • Strong knowledge of Bonds - pricing and risk around them
  • Risk Management knowledge -working transversly

There is plenty more to the role but these are just some of the key parts, this will really suit someone looking to make an impact and be a key member of the team

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