Quantitative Risk Manager (m/w/d)

My client company is an international banking group currently looking for a (Senior) Quantitative Risk Manager.

The role is located in Paris, and will have a hybrid working model (50:50 split).

Salary range is up to €110,000 base plus bonus, depending on your experience.

Main responsibilities:

• Develop and implement quantitative models to assess counterparty credit risk and exposure.
• Validate and back-test VaR models for market risk measurement.
• Design and maintain market risk models for various asset classes.
• Analyze derivatives positions and associated risks.
• Collaborate with traders, portfolio managers, risk analysts and regulators (ECB).

Your profile:

• Bachelor's degree in Mathematics, Statistics or similarly related fields.
• Proven experience working in risk modelling/validation of market risk and/or counterparty credit models within the regulatory environment.
• Good understanding of derivatives, and structured products.
• Solid experience in a programming language (Python, C#, R, C++)
• Fluent in English and French.

If the above role sounds of interest to you, please feel free to send your most recent CV (in PDF) to giovanny.benztio@selbyjennings.com. We look forward to hearing from you!

Please note that only candidates whose profiles meet the requirements will be contacted. Your application will be treated confidentially.