2 дня назад
The Core Engineering - Quantitative Engineering - Vice President - Paris
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
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
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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