Consultant Senior Analyse Quantitative Finance de Marché H/F
Core
Senior quantitative market analysis consultant validating risk models and pricing methodologies for financial and insurance clients.
Role type
Senior IC quantitative finance consultant
Builds
Independent model validation reports, risk measurement methodologies, and tactical simulation tools
Domain
Financial services / Quantitative risk modeling
Deliverable
production ML models
Required skills
Stochastic calculus, Numerical methods (Monte Carlo, PDE), Statistical fundamentals, Market risk modeling, Counterparty risk modeling, Regulatory frameworks (Bâle II/III, FRTB, IMA, ES, DRC, NMRF), Data quality assessment, Project management
Preferred skills
Internal Model Approach implementation, Model governance, Risk control mechanisms
Technologies
Monte Carlo, PDE, FRTB, IMA, ES, DRC, NMRF
Responsibilities
Validate and analyze financial risk models, Review independent pricing methodologies, Develop tactical simulation tools, Assess data quality and control devices, Participate in internal firm development projects
Seniority
Senior, hands-on IC