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Risk

Consultant MOA Market Risks FRTB

Permanent position

Paris

Algofi

50K €
/ 75K €

Onsite work

Job description

In order to support constant growth, our firm is strengthening its center of expertise dedicated to banking risk management, in particular to support our clients in their development and transformation projects in market risk management.

In your role as a confirmed consultant/expert in market risk, you will assist our clients on the implementation of the Fundamental Review of Trading Book (FRTB):

  • Regulatory Analysis
  • Trading book mapping
  • P&L Attribution
  • SBA Framework
  • Calculation of Expected Shortfall
  • Production and control process for new indicators
  • Coordination of the site – transversal studies

You will intervene in the design and / or validation of financial risk measurement models: Expected Shortfall, xVA, API of complex data, IRRBB, …

Depending on your areas of expertise, you may have a role of Business Expert, Financial Engineer, Project Manager, Strategic MOA.

Profile sought

You are a graduate of a leading engineering school with a specialization in mathematics applied to banking and/or applied to finance.

You have acquired a solid knowledge of banking regulations, valuation models and risk management and measurement techniques.

You are recognized for your communication, writing, stress management and teamwork skills.

You are fluent in oral and written English.

    Max 8 files accepted : PDF, DOC, JPEG, 2Mo max per file.