Senior et Manager Analyste Quantitatif Expérimenté Expert Quant Marché F/H FY27
Core
Senior quantitative expert specializing in financial market modeling, risk assessment, and regulatory transformation projects for major financial institutions.
Role type
Senior IC quantitative analyst (market risk & valuation)
Builds
Regulatory capital models (FRTB, SA-CCR), valuation frameworks (XVAs, Fair Value), and risk management systems for banks and asset managers.
Domain
Financial services / Quantitative risk modeling
Deliverable
production ML models
Required skills
Stochastic calculus, statistical modeling, data science, financial derivatives pricing, regulatory capital frameworks (FRTB, Bâle 4), model validation, Python/R, machine learning integration
Preferred skills
Climate risk modeling, IBOR transition expertise, CVA/FVA methodologies, cross-functional collaboration
Technologies
Python, R, SQL, machine learning frameworks
Responsibilities
Validate and audit valuation models for exotic products and calibration; implement regulatory capital metrics (VaR, ES, FRTB-CVA); integrate machine learning into traditional risk models; assist in model development for pricing and risk management; support regulatory transformation projects (IBOR transition, climate risk).