Our leading financial service client in Paris require a Quantitative Market Risk Consultant. This is a contract role, 6 months with renewals.

The role requires good VaR knowledge, you will ideally have built models in the past and have good pricing knowledge.

The role involves strong communication skills to keep stakeholders updated and also the regulator.

The ability to write documentation and review adjustments required to the models.

Work with the business on monitoring and performance. Methodology changes and enhancements and Stress testing / Backtesting

Experience
Ideally you will have 5 - 7 years of Quantitative Risk knowledge.
Quantitative Masters Degree
French and English speaking - strong communication
Knowledge of Risk Measurements and Pricing