Quantitative Market Risk Analyst

As a recruitment company, DCG understands that every business is powered by experienced professionals. Our management style and partnership approach enable us to meet your needs and provide continuous support. Due to our ongoing growth and the large number of recruitment projects we undertake for our partners, we are currently looking for:

Quantitative Market Risk Analyst

Responsibilities:

• Conduct in-depth analyses related to regulatory requirements for Legal Entities in the EMEA region
• Maintain and refine quantitative analyses for methodologies related to Equity Risk simulations
• Prepare high-quality documentation with statistical justifications and liaise with the model validation team
• Work with existing market risk models, identifying and addressing weaknesses, as well as implementing model enhancements for new business needs
• Collaborate with risk management teams, front office, technology, and control groups to enhance market risk models and support related production processes
• Generate detailed reports and quantitative analysis for senior management and regulatory bodies 

Requirements:

• Postgraduate degree in a quantitative field such as Mathematics, Physics, Statistics, Data Science, or Engineering
• Strong knowledge and experience in market risk modeling, derivatives pricing, exotic products, risk management practices, and financial regulations (Basel 2.5, Basel 3)
• Proficiency in statistical techniques used in Financial Engineering, such as Principal Component Analysis (PCA), Parametric Approximations, and Expected Weighted Averages
• Ability to interpret and translate regulatory guidelines into technical specifications for implementation, testing, validation, and compliance
• Advanced programming skills in Python, VBA, SQL, Unix, and other relevant tools
• Strong analytical mindset and problem-solving abilities, with a keen interest in quantitative risk modeling and financial markets
• Excellent oral and written communication skills, with the ability to present complex quantitative concepts to diverse stakeholders
• PhD or MSc qualification in a relevant field is strongly preferred

Offer:

• Private medical care
• Co-financing for the sports card
• Constant support of dedicated consultant
• Employee referral program