Market Risk Modeller recruitment
Our client is an international Brokerage company located in Paris. They are looking to add to their Market Risk Quant Team and new Market Risk Modeller.
As a member of the team, you will be responsible for :
- Set up, validated, tested and calibrated financial models used in pricing.
- Priced products (equities, interest rate derivatives, commodities...).
- Defined risk methodologies for developing activities (calibrating, stress-testing and back-testing the VaR models).
- Analysed portfolios within the framework of monitoring the couterparties.
- Established procedures, methods and tools to control risk data used in the systems.
- Interacted with the risk managers, the clients and the sales.
The work is challenging. They are open-minded. No idea is going to be rejected just because it falls out of the mainstream line of thinking.
If this sounds like a team that you would like to be part of, then please submit your CV via the link below for Martin Bouche and his team at Huxley Associates.
