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2 дня назад

The Core Engineering - Quantitative Engineering - Vice President - Paris

Формат работы
onsite
Тип работы
fulltime
Грейд
senior
Английский
b2
Страна
France
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний
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Мэтч & Сопровод

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Описание вакансии

Текст:
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TL;DR
Vice President, Quantitative Engineering (Market Risk): Developing and productionizing quantitative market risk and capital models for equities and derivatives with an accent on Value-at-Risk, stress testing, pricing analysis, and statistical modeling. Focus on identifying equity risk factors, validating model implementations, analyzing risk impacts, and leading a team of quantitative analysts.

Location: Paris, Ile-de-France, France; office-based role

Company

hirify.global is a global investment banking, securities, and investment management firm with engineering teams supporting risk, financial reporting, compliance, treasury, and human capital functions.

What you will do

  • Develop, refine, and maintain production-quality market risk models for equities and derivatives.
  • Build mathematical models for equity market risk factors, Value-at-Risk, stress tests, and capital metrics.
  • Prototype, implement, test, and productionize models and analytics.
  • Perform pricing analyses and assess risk and capital impacts.
  • Explain model and analytics results to risk managers, senior managers, and other stakeholders.
  • Lead a team of quantitative analysts and manage day-to-day activities.

Requirements

  • PhD in a quantitative discipline with at least 5 years of relevant experience, or a bachelor's/master's degree with at least 8 years of relevant experience.
  • Excellent knowledge of mathematics, modeling, numerical techniques, statistics, time series analysis, econometrics, and probability theory.
  • Strong programming skills in a popular language such as Java, C++, or Python.
  • Hands-on experience developing pricing or risk models for equities and derivatives.
  • Experience managing a team of quantitative analysts.

Culture & Benefits

  • Training and professional development opportunities.
  • Firmwide employee networks supporting diversity and inclusion.
  • Benefits, wellness, personal finance offerings, and mindfulness programs.
  • Reasonable accommodations are available during the recruiting process for candidates with special needs or disabilities.

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