Analyste quantitatif H/F
Europe, France, Ile-de-France, 92 - Hauts-De-Seine
EUR 35K-36K (estimate) Entry-level Full Time
Tasks
- Develop benchmarks for model quality and robustness
- Present findings in validation committees
- Propose model risk reduction improvements
- Reimplement models for validation
- Review model components including data concepts assumptions and implementation
- Use finance and mathematics for model risk topics
- Validate quantitative models independently
- Write validation reports in English
Perks/Benefits
- N/A
Skills/Tech-stack
C++ | Data Science | Database Management | Dataiku | Machine Learning | Model Validation | Python | Quantitative Finance | Stochastic Calculus
Education
Roles
Analyst | Model Risk Analyst | Quantitative Analyst | Risk Analyst
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