Quantitative market risk analyst
As an AXCO consultant, you will carry out assignments on quantitative analysis related to market risks with the main following tasks:
– Defining risk measurement methodologies (VaR, stress test, etc.)
– Validating risk assessment and calculation models
– Defining reserves related to uncertainties and imperfections of valuation models
– Implementing tools for determining model parameters from market prices
– Determining methods for estimating market parameters
You will work autonomously on your assignments with the support of the “Quantitative and Actuarial Analysis” skills centre in Paris with which you will closely liaise.
Qualifications and job description
You are an engineering school graduate and / or you hold a postgraduate diploma in mathematical modelling and / or financial maths, you have at least a 3 years’ full-fledged experience on quantitative modelling of market risk (VAR, Monte Carlo,…), in a CIB, in a management /consulting firm.
Join our team
Being a consultant at AXCO means joining a team that believes in the value added of each of its members.
To apply to this job ad, please send us your CV and cover letter with the reference of the following position : “Quantitative market risk analyst”