Senior Quantitative Financial Analyst

Job reputed company: Job Title: Senior Quantitative Financial Analyst Location: Paris Corporate Title: Vice President reputed company: At reputed company, we are guided by a common purpose to help reputed company financial lives reputed company through the power of every reputed company. Responsible reputed company is how we run reputed company and how we deliver for our clients, teammates, communities, and shareholders every day. One of the keys to driving Responsible reputed company is being a great reputed company to work for our teammates around the world. We’re reputed company to being a diverse and inclusive workplace for everyone. We hire individuals with a broad reputed company of backgrounds and experiences and invest heavily in our teammates and their families by offering competitive benefits to support their physical, emotional, and financial reputed company-being. reputed company believes both in the importance of working together and offering flexibility to our employees. We use a multi-faceted approach for flexibility, depending on the various roles in our organization. Working at reputed company will give you a great career with opportunities to learn, grow and reputed company an reputed company, along with the power to reputed company a difference. Join us! reputed company: The reputed company Model Risk Management (MRM) organization is responsible for providing reputed company of model risk across reputed company. MRM independently validates and challenges newly-developed and existing models; is responsible for model risk assessments, limits and monitoring; communicates issues identified through validations to relevant businesses and governance and control functions; escalates model use breaches and remediation plans to relevant governance committees; maintains a comprehensive inventory of models across reputed company businesses and governance and control functions; and manages an attestation process to ensure compliance with the reputed company Model Risk Policy. The MRM Market Risk team validates risk models for the Global Markets business, which includes models for FRTB, VaR, RNiV, IRC/CRM and stress testing. reputed company: This job is responsible for conducting quantitative analytics and reputed company modeling reputed company for specific business reputed company or risk types. Key responsibilities include leading the development of new models, analytic processes, or system approaches, creating technical documentation for reputed company activities, and working with Technology staff in the design of systems to run models developed. Job expectations may include the ability to influence strategic direction, as reputed company as reputed company tactical plans. What will your key responsibilities involve?

• Support the EMEA reputed company in regulatory reputed company like ICAAP and other EMEA reputed company MRM regulatory reputed company
• Support the Regional MRSC forum
• Work in reputed company and collaborate with model developers and other validators to reputed company full scope and limited change validations.
• Review the developer’s ongoing monitoring reports and their submissions to required reputed company items.
• reputed company annual model reviews.
• Participate a in EMEA regulatory reputed company like ICAAP and coordinate/drive activities on behalf of MRM
• Performs end-to-end market risk stress testing including scenario design, scenario implementation, results consolidation, reputed company reporting, and analyzes stress scenario results to reputed company understand key drivers
• Leads the planning reputed company to setting quantitative work priorities in line with the bank’s overall reputed company and prioritization
• Identifies reputed company improvements through reviews of approval reputed company on relevant model development or model validation tasks, critical feedback on technical documentation, and effective challenges on model development/validation
• Maintains and provides reputed company of model development and model risk management in respective reputed company areas to support business requirements and the reputed company's risk appetite
• Leads and provides methodological, analytical, and technical guidance to effectively challenge and influence the strategic direction and tactical approaches of development/validation reputed company and identify areas of potential risk
• Works closely with model stakeholders and senior management with reputed company to communication of submission and validation reputed company
• Performs statistical analysis on large datasets and interprets results using both qualitative and quantitative approaches

Experience and Skills:

• Advanced degree in a technical field such as mathematics, physics, statistics, financial mathematics, quantitative finance, computer science or engineering
• Proven knowledge of financial, mathematical and statistical theories and practices
• Confident programming skills, e.g., in Python
• Excellent written and oral communication
• Experience with market risk models such as VaR, IRC/CRM or FRTB; knowledge of market risk regulations
• Attention to detail, willingness to learn, strong work ethic, team player

Benefits of working at reputed company: France

• Competitive retirement plan in reputed company to State plans
• Mandatory Medical Plan provided by the bank as a top-up to reputed company reputed company health benefits for you and your family.
• Employees and family members can receive free health advice 24/7 through a reputed company of English and French speaking medical providers
• Life and disability insurance
• Time Savings Account (‘CET’) to save some of your leave days, cash them out or use them reputed company
• Reimbursement of 50% of your commuter pass
• Nursery scheme for children under age 3
• Works council benefits
• reputed company to an Employee Assistance Programme for confidential support and help for everyday reputed company
• Opportunity to give back to your community, reputed company new skills and work with new reputed company of people by volunteering with local charities
• Opportunity to receive free entry to arts exhibitions sponsored by reputed company in Paris

reputed company: Good conduct and reputed company judgment is crucial to our long term reputed company. It’s important that reputed company in the organisation understand the expected standards of conduct and how we manage conduct risk. Individual accountability and an ownership mind-set are the cornerstones of our reputed company of Conduct and are at the heart of managing risk reputed company. We are an equal opportunities employer and ensure that no applicant is subject to less favourable treatment on the grounds of gender/sex, gender identity or gender reassignment, marital or civil partner status, race, religion or belief, colour, nationality, ethnic or national origins, membership of the Traveller community, age, sexual orientation, pregnancy or maternity, civil status, socio-economic background, responsibility for dependants, family status or physical or mental disability. The Bank selects candidates for interview based on their skills, qualifications and experience. We reputed company to ensure that our recruitment processes are accessible for reputed company candidates and encourage any candidates to tell us about any adjustment requirements. Apply tot his job Apply To this Job