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A Global Financial Services Institution is seeking a Market Risk Quantitative Lead to join their First Line Risk Team in Paris as part of their growth.Responsibilities Lead the delivery of new risk models for Cash Equity and Derivatives asset classes (Model design, model testing, related approvals and follow - up)Work alongside with the Second Line Risk department and specifically the Model Validation teamExplain the new risk models and their implementation impacts to all internal and external stakeholders (members, prudential regulators etc)Work closely with the IT team to ensure that model changes are appropriately implementedSupport the Risk Change Manager in designing the new methodologyPerform ad-hoc quantitative analysis in various aspects of risk measurements, stress testing, back-testing, "what-if" analysis on the existing portfolios and during new product/transaction approval Requirements Fluency in French and English (written and verbal) is mandatoryRelevant experience in a Quantitative Risk modelling position within Financial ServicesExposure to a broad range of asset classes, especially Equity DerivativesStrong programming and coding skills using at least one of the following languages: Python, R, SAS, Matlab If this sounds like the right opportunity for you, please send your CV to email@example.com as soon as possible