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Quantitative Analyst - Market Risk for a global commodity trading business in Paris.
The role involves working with desks-facing risk managers, risk and IT teams to drive developments. The dynamic nature of the role involves improving existing as well as building new processes and capabilities associated with VaR and provide exposures. Excellent progression working for a highly regarded business and team.
Commodities, Market Risk, VaR, Quantitative Analytics, Trading, Risk
Producing and monitoring of market risk indicators (VaR, Stress tests, Risk exposures versus limits) and Communicating drivers of risk exposure and limit utilizations to FO, Risk and Finance stakeholders
Reporting and running risk analysis, investigating large variances impacting risk sensitivities, VaR and Stress Tests.
Designing, developing and maintaining tools for reporting and analysis
Coordinating and preparing analyses of risk limits increases when necessary
Participating with the other teams (risk, support or FO) in analyses to develop or launch activities
Fostering close links and cooperation with the Front Office teams.
Master in Finance or Quantitative field preferred
3 + years industry experience with IT, markets or risk focus
A good understanding of risk management tools such as Value-at-Risk, Stressed-Value-at-Risk and Greek measures for the risk representation
Strong analytical skills, problem -solving mindset
Ability to communicate complex issues to stakeholders, both written and verbally, in a clear concise manner
Proactive with ability to work as both part of a close-knit team and independently
Strong IT skills are required to facilitate data analysis. Programming skills (VBA, R, Python) as well as working knowledge of databases is advantageous.
English & French a must
Internal Number: 5639282
About RiskTech Financial Services
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