This Job Vacancy has Expired!

Senior Market Risk Analyst - Equities

Posted on Nov 25, 2019 by People in Computers

Paris, France
Accountancy
Immediate Start
Annual Salary
Contract/Project

The role will largely involve:

  • Monitoring Equities risk exposure - alerting and reporting
  • Developing risk monitoring techniques, tools and procedures
  • New risk parameters and modifications
  • Accuracy of data, policies and procedure up to date
  • Test and maintain risk controls
  • Design, maintain and developed the risk monitoring reports and tools;
  • Perform ad-hoc study in collaboration with the quant team and the change risk team;

Key skills required:

  • Strong Market Risk experience +7 years
  • Understanding of risk calculations in Equities and listed derivatives
  • Financial Mathematics Education
  • Ability to speak both French and English clearly and deal with various levels and teams
  • Options pricing knowledge - Greeks and VaR
  • Ability to work independently with minimal supervision
  • Support the team manager
  • Able to implement new tools or prototypes for risk calculations
  • Programming in Python, R, SQL and VBA/SAS - At least two of these.

Long term role, good team environment and plenty of interesting developments. Please do get in touch if you are a strong fit.

Reference: 802299461

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