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Risk

Quantitative Research Consultant

Permanent position

Paris

Algofi

50K €
/ 70K €

Onsite work

Job description

As part of the development of its competence center dedicated to risk, our firm seeks to recruit an expert consultant on topics such as modeling and validation of EQD / FIT / Risk valuation model in order to support our clients in their regulatory compliance and development projects.

You will have the opportunity to intervene within an expert firm that will allow you to progress and intervene in the context of projects taking place within risk and front office departments.

Due to the growth of our activities, our division dedicated to quantitative research in finance is looking to recruit new talent.

The missions:

  • You will intervene in the context of varied and rewarding missions that combine business expertise and consulting.
  • Validate the numerical pricers/models/methods developed by the R&D teams of the front office through tests, benchmarking (alternative models), independent counter-implementation (algorithmic validation);
  • Validate valuation methodologies for model risk and parameter uncertainties;
  • Validate data model methodologies proposed by front office or Results Services teams
  • Technological and academic watch on models
Profile sought

You are a graduate of an engineering school, a master’s degree in quantitative finance or a leading scientific training (physics, economics, theoretical computer science, …).

Your skills in financial modeling and stochastic calculation, numerical simulation, financial products, risk valuation and IT development will allow you to join one of ALGOFI’s research teams.

You have oral and written expression skills in both French and English, a broad general culture, as well as excellent interpersonal skills and a great deal of autonomy.

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