Quantitative Risk Analyst
Tasks
- Build and test alternative models for benchmarking
- Calibrate reserves using historical probability
- Design credit risk metrics implement prototypes
- Design market risk metrics implement prototypes
- Document models and methods for auditability
- Implement model monitoring and performance metrics
- Implement validated stochastic models
- Support internal model committees
- Validate pricing models for complex derivatives
Perks/Benefits
- N/A
Skills/Tech-stack
AWS | Amazon Web Services | Big Data | C# | Counterparty Credit | Counterparty Credit Risk | Credit Risk | Credit Valuation Adjustment | Credit valuation | Dataiku | Debit Valuation Adjustment | Derivative pricing | Expected Exposure | Liquidity Risk | Market Risk | Model Validation | Object-Oriented | Object-oriented programming | Probability of Default | Python | Regression Analysis | Series analysis | Statistical Testing | Stochastic Modeling | Stress Testing | Time Series | Time Series Analysis | Valuation Adjustment | Value-at-Risk | Web Services
Education
Roles
Related jobs
-
Stage Data Analyst Industries H/F EUR 26K-28KMicrosoft Excel | Microsoft Office | Power BI | Python | VBAInclusionEntry-level Full TimePARIS, FR, 750158h ago
-
ALTERNANCE- Assistant(e) Data analyst H/F EUR 17K-20KBusiness Objects | Data Analysis | Data Visualization | Data reporting | Database ManagementEqual opportunity employment | Training & Mentorship | Tutoring SupportEntry-level ApprenticeshipNANTERRE-IMMEUBLE SPAZIO(FRA), NANTERRE, France1d ago
-
Senior-level Full TimeParis, France1d ago
-
[VO2 Group] - Stagiaire Data Engineer & BI EUR 30K-36KAPIs | Data Lake | Data Modeling | ETL | GCPCareer development | Diversity and inclusion program | Inclusive culture | Work eventsEntry-level InternshipParis, France1d ago
-
Alternance - Data Analyst/Data Scientist (H/F) EUR 30K-35KAWS Databricks | DataLakehouse | Databricks | GenAI | Machine LearningEmployee Committee | Health insurance | TeleworkEntry-level ApprenticeshipLa Garenne Colombes, FR, 92250 R2d ago
-
A/B | A/B Testing | B testing | Behavioral segmentation | BigQueryEquity participation | Hackathons | Learning and development budget | Remote-first | Team offsitesMid-level Full TimeFrance R2d ago
-
Data Analyst - Gear Fight EUR 54K-67KA/B | A/B Testing | B testing | Dashboarding | ForecastingChild daycare assistance | Gym membership | Healthcare insurance | Lunch vouchers | Relocation supportMid-level Full TimeParis2d ago
-
Supply Chain Data Analyst & Improver (H/F) EUR 50K-55K8D | Business Intelligence | Cause analysis | Change Management | Data AnalysisCareer development opportunities | Concierge services | Disability insurance | Employee assistance programs | Flexible work arrangementsSenior-level Full TimeMarignane, France2d ago
-
Senior Data Scientist - Advanced Analytics EUR 45K-60KAI Agents | Churn modeling | Cloud platform | Clustering | Data TransformationEnglish fluency support | Hybrid work model | Professional upskillingMid-level Full TimeParis, Île-de-France, France2d ago
-
Airflow | DBT | Databricks | Git | PythonAccessible interview process provided | Inclusive workplace | International career opportunities | Mac or Windows provided | Personalized coachingEntry-level ApprenticeshipLille, Upline, Nord, France; Paris, Paris, …3d ago
-
Big Data | Business Intelligence | Dashboards | Data Visualization | Data analyticsTraining plan | User trainingEntry-level Full TimeCrolles, France3d ago
-
Senior-level Full TimeFrance - A DOMICILE3d ago
-
Product Data Analyst GBP 60K-62KA/B | A/B Testing | B testing | BigQuery | Causal Inference401k match | Course budget | Dental coverage | HSA | Health insuranceMid-level Full TimeEurope3d ago
-
Senior Data Analyst EUR 55K-55KDBT | Databricks | Power BI | Python | SQLHealth insurance | Hybrid work | Meal vouchers | Paid time off | Paid volunteering daysSenior-level Full TimeSaint-Ouen, FR, 93400 R4d ago
-
ALTERNANCE - PLATO Data Analyst - F/H EUR 40K-40KData Modeling | Data Visualization | Data Warehouse | Excel | JiraInclusive work environment | Social and environmental commitment | Supportive team cultureEntry-level Apprenticeship Full TimeMeudon, France4d ago
-
Data Analyst Confirmé - F/H/X EUR 30K-60KBusiness Intelligence | Dashboarding | Data Quality | Datamart | Power BICareer growth | Disability insurance | Employee assistance program | Health insurance | Meal allowanceMid-level Full TimeFR - Antony Headquarters, France R4d ago
-
CDD - Data Analyst H/F EUR 27K-31KAlteryx | Databricks | Power BI | PySpark | PythonBonus | Profit sharing | Telework | Thirteenth month salaryMid-level Full TimeVert-le-Grand, IDF, France R6d ago
-
Data Analyst H/F EUR 28K-31KAlteryx | Business Intelligence | Dashboarding | Data Modeling | Data QualityMeal benefits | Participation bonus | Performance bonus | Profit sharing | TeleworkMid-level Full TimeVert-le-Grand, IDF, France R6d ago
-
Data Analyst H/F EUR 40K-45KAgile | Data Automation | Data Studio | Data Transformation | Data VisualizationCommunity support | Company events | Flexible mobility allowance | Meetups | Provision of mobile phoneMid-level Full TimeParis, IDF, France6d ago
-
Consultant.e Data Analyst Power BI EUR 45K-55KApache Spark | Azure | BigQuery | Data Factory | Data ModelingHybrid work | Meal vouchers | Professional growth | RTT | Training opportunitiesSenior-level Full TimeNantes, Loire-Atlantique, Pays de la Loire, … R7d ago
-
Consultant.e Data Analyst Power BI EUR 50K-60KAzure | Data Governance | Data Modeling | Data Transformation | Data VisualizationHybrid work | Meal card (Swile) | RTT | Training opportunitiesSenior-level Full TimeParis, Département de Paris, Île-de-France, FR R7d ago
-
Consultant.e Data Analyst Power BI EUR 45K-55KAzure | Data Governance | Data Modeling | Data Transformation | Data integrationHybrid work | Meal card | RTTSenior-level Full TimeNiort, Deux-Sèvres, Nouvelle-Aquitaine, FR R7d ago
-
Consultant Audit Analytics F/H EUR 28K-28KAccounting | Apache Spark | Artificial Intelligence | Business Intelligence | Data VisualizationInclusion | Remote work | WellbeingEntry-level Full TimeParis La Défense, France R7d ago
-
Chargé d'études quantitatives et qualitatives EUR 30K-35KArtificial Intelligence | Data Visualization | Data cleaning | Focus groups | LimeSurveyEntry-level Full TimeParis7d ago
-
Entry-level Full TimeMarseille, Provence-Alpes-Côte d'Azur, France8d ago