Manager – Quantitative Risk Modelling, Stress Testing & Model Risk
Core
Manager leading quantitative risk modeling, stress testing, and model risk management for major French and European financial institutions.
Role type
Senior IC Manager (Quantitative Risk & Model Validation)
Builds
Production-grade risk models, stress testing frameworks, and model governance policies for capital, credit, market, and emerging risks.
Domain
Financial Services / Quantitative Risk Modeling
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Quantitative modeling (Credit/IRB/IFRS9, Market/FRTB, ALM/IRRBB, Economic Capital), Statistical analysis, Python/R/SAS/SQL, Model validation & governance, Machine Learning (Random Forest, XGBoost, SHAP), Scenario analysis & stress testing
Preferred skills
Data science & AI industrialization, Emerging risk modeling (climate/geopolitical), Model Risk Management framework design
Technologies
Python, R, SAS, SQL, Matlab, Monte Carlo simulations, SHAP
Responsibilities
Manage client relationships and identify new business opportunities, Mentor consultants on internal and client projects, Contribute to firm-wide strategic studies and thought leadership
Seniority
Senior, hands-on IC with team leadership
