À propos de nousSofitex Talent Recruitment
Fort d'une expérience de plus de 30 ans dans les Ressources Humaines, Sofitex est un réseau international de Travail Temporaire et de Placement en CDI. Chief Executive/Deputy Chief Executive - Quantitative Modeler (M/F)
The incumbent(s) report to and work under the supervision of senior members of the Risk Models & Analytics Unit within the Capital Management & Financial Risk Division.
PurposeDevelopment and implementation of quantitative risk models to measure, monitor and manage financial risk and capital.ResponsibilitiesAt a level commensurate with their experience and seniority, the candidate will:
• gain an in-depth understanding of the business and risk processes that are in place
• infer therefrom the requirements that the quantitative models should adhere to
• translate those requirements into mathematical formulations that are in line with the theories and practices from the literature and best market practices
• implement these formulations in a prototype using a programming language to demonstrate their viability and performance
• provide guidance to the IT staff for implementation of the model in robust production IT systems
• carry out all essential tasks across the model's lifecycle in line with model risk management policies and procedures (like monitoring the models' predictive performance, preparing and maintaining the relevant documentation, etc.)
• programming), combined with a strong knowledge and experience in financial risk management. Profil Qualifications
• University degree in a quantitative field, preferably at postgraduate level, in Economics, Finance, Actuarial Science, Mathematics, Statistics, Physics or related subjects
• At least five (5) years of post-graduation (after having obtained your initial university diploma) relevant professional experience - or postgraduate academic experience – in quantitative modeling of financial products and / or financial risk modelling and programming (, in Python, Matlab, etc.)
• Excellent knowledge of English, both oral and written, with good drafting skills
This is an opportunity for an initial contract of 2 months, with possible extensions afterwards.