Risk Financial Analyst

Palatine; Île-de-France; On-site; EUR 90,000 - 130,000; Full time

Job summary

RevOps Careers seeks a Risk Financial Analyst to contribute to the production and analysis of risk indicators, ensure coherence of results, and perform punctual impact analyses. The role focuses on defining, implementing, and following up on market risk limits.

The ideal candidate has 5+ years in a similar role, strong expertise in market risks, and proficiency in Python to evolve production scripts. Knowledge of CRR3 and FRTB regulatory issues is required.

Qualifications

• Higher education in mathematical finance, quantitative finance, engineering, or equivalent field.
• More than five years of experience in a similar position.
• Confirmed expertise in market risks.
• Master of main metrics and methods of risk measurement.
• Ability to analyze results, limits, and hypotheses.
• Concrete experience in the production of indicators and follow-up of exposures and limits.
• Good knowledge of financial products and regulatory issues, notably CRR3 and FRTB.
• Master of Python and ability to evolve production scripts.
• Methodological rigor, autonomy, and ability to share expertise and present quantitative subjects to various interlocutors.

Responsibilities

• Produce and pilot market risks and deliver analyses to inform decisions.
• Develop tools and methodologies to evolve risk measurement.

Skills

Market risk

Quant finance

Autonomy

Education

Higher education in mathematical finance, quantitative finance, engineering, or equivalent field

Tools

Python

Job description

Role Overview

The Risk Financial Analyst will contribute to the production and analysis of risk indicators, control the coherence of results, and perform punctual impact analyses. They will also contribute to the definition, implementation, and follow-up of market risk limits.

What You Will Do

The main responsibilities include producing and piloting market risks, making tools and methods evolve, and restituting analyses and enlightening decisions.

Why It Might Be a Fit

The ideal candidate will have a higher education in mathematical finance, quantitative finance, engineering, or an equivalent field, with more than five years of experience in a similar position. They will have a confirmed expertise in market risks, methodological rigor, autonomy, and the ability to share their expertise and present quantitative subjects to various interlocutors.

Requirements

• Higher education in mathematical finance, quantitative finance, engineering, or equivalent field
• More than five years of experience in a similar position
• Confirmed expertise in market risks
• Master of main metrics and methods of risk measurement
• Ability to analyze results, limits, and hypotheses
• Concrete experience in the production of indicators and follow-up of exposures and limits
• Good knowledge of financial products and regulatory issues, notably CRR3 and FRTB
• Master of Python and ability to evolve production scripts
• Methodological rigor, autonomy, and ability to share expertise and present quantitative subjects to various interlocutors

Tagged as: Python