MOA Senior Direction des Risques (H/F)
Core
Senior Business Analyst leading the functional redesign of market, counterparty, and credit risk models (FRTB, VaR, stress-tests, CVA, XVA) and integrating new derivative products for a major investment bank.
Role type
Senior Business Analyst (Risk Modeling)
Builds
Risk measurement models and regulatory compliance tools for market, counterparty, and credit risk
Domain
Investment Banking / Financial Risk Management
Deliverable
production ML models
Required skills
Functional specification, Agile methodology, Risk model calibration, Derivatives pricing, Stakeholder management, Testing & validation
Preferred skills
English fluency, Change management, Complex environment navigation
Technologies
FRTB, VaR, Stress-tests, IRC, CVA, EEPE, XVA, Initial Margin, PVA, IPV
Responsibilities
Redesign market risk models (FRTB, VaR, stress-tests, IRC, sensitivities), Redesign counterparty risk models (FRTB-CVA, EEPE, XVA, Initial Margin), Define and calibrate new risk axes, Integrate new derivative products into metric calculations, Translate business needs into detailed functional specifications, Support analysis of figures with control and production teams, Ensure implementation and system longevity of metrics, Lead testing and acceptance phases using Agile methodology.
Seniority
Senior, hands-on IC