Senior Risk Quantitative Analyst | Risk

ROLE AND MISSIONS 

Within the Risk Division the Enterprise Risk Management (ERM) department is notably responsible for the definition and development of all risk models:

• Market Credit Counterparty and Operational Risks.
• IFRS9 Provisions.
• Fair Value Adjustments and AVA (Additional Valuation Adjustments).
• Stress Tests.
• Economic Capital.

As a Risk Quantitative Analyst you will be responsible for monitoring the performance of risk measurement methodologies and models (Credit Market and Counterparty) in a dynamic international environment fostering constant communication with Risk Experts and the Front Office.

As part of your daily responsibilities you will be required to:

• Monitor the performance of internal models in compliance with the procedures established by ERM Paris and supervisor guidelines.
• Optimize analysis tools and methods to ensure increased efficiency during model monitoring particularly through regular backtesting exercises.
• Present performance monitoring results at Model Ongoing Monitoring committees both within GFS and at the BPCE Group level.
• Ensure procedures are kept up to date and coordinate the review of backtesting results with the Validation teams in collaboration with quantitative analysts based in Paris.
• Perform the necessary calibrations following the conclusions of the backtesting exercises.

You will work in an international environment within a community of experts that places excellence impact and collective action at the heart of everything it does.

Qualifications :

Who are you If you recognize yourself in the following description you are made to work with us:

• Holding a higher education degree (Masters/PhD or equivalent) in statistics and mathematics (engineering school or university equivalent with a specialization in Data Science).
• You have a proven experience (between 2 to 5 years) in the field of risk on technical and regulatory aspects in a banking environment (preferably in Corporate and Investment Banking) and/or in consulting.
• You have a good knowledge of:
  • Mathematics statistics and econometrics supplemented by a good knowledge of SAS Python and C.
  • Banking business lines such as financing products or market products.
  • Regulatory requirements (EBA guidelines CRR3 CRR4 etc.).
• You possess:
  • Synthesizing skills rigor strong writing and oral presentation skills and autonomy.
  • Excellent interpersonal skills particularly facilitating communication and the presentation of work results to decision-makers as well as great listening skills.
• Good level of English

We will only be accepting CV in english.

Additional Information :

Our workplace reflects the vibrant spirit of our locations with initiatives such as a Green Transportation Budget electric bikes and a flexible Hybrid Work Policy. We promote wellbeing through the Honolulu Wellness Club a Prayer Room a Lactation Room and themed Villages that inspire creativity and collaboration. Through our ESG and DEI strategies we are committed to being inclusive caring and fair ensuring every voice is heard and valued.

Remote Work :

No

Employment Type :

Full-time