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 Read more […]
November 27, 2011
• Tags: Market Risk Modeller recruitment, Risk Management careers in the France • Posted in: Financial • Comments Off on Market Risk Modeller recruitment