Analyste Quantitatif Risque de Marché (H/F)
Core
Define market risk measurement methodologies (VaR, stress tests), validate risk evaluation models, and determine market parameter estimation methods.
Role type
quantitative market risk analyst
Builds
risk measurement frameworks and model validation outputs
Domain
financial services / quantitative risk modeling
Deliverable
production ML models
Required skills
VaR modeling, stress testing, Monte Carlo simulations, market parameter estimation, model validation, risk reserve calculation
Preferred skills
engineering school background, specialized master's in financial modeling or mathematics
Technologies
VaR, Monte Carlo
Responsibilities
Define risk measurement methodologies, validate risk evaluation models, determine market parameter estimation methods
Seniority
Mid-level, hands-on IC
