Ingénieur quantitatif H/F

Europe, France, Ile-de-France, 92 - Hauts-De-Seine

EUR 39K-45K (estimate) Mid-level Full Time

@ C...

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Found 16h ago

Tasks

Apply machine learning to model analysis
Assess climate risk factors
Develop algorithmic sensitivities using AAD
Develop and study quantitative risk models
Review CDS spread proxies for CVA
Review non gaussian model calibration
Support front office and risk validation teams
Validate SIMM initial margin model
Validate market risk model parameters
Write methodological notes

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Skills/Tech-stack

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Ingénieur quantitatif H/F

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