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Voir les 61 annonces d'emploi de HUXLEY-PARIS
Quantitative Credit Risk Modeller-Paris.
For a French Investment Bank, Huxley Associates is looking for an experienced : Quantitative Credit Risk Modeller.
Mission
-Credit Risk modelling using Monte Carlo simulation for assets under management,
-Credit VaR modelling and application for Economic Capital,
-Market and counterparty risk valuation,
-Daily following of structured products pricing (equity indices). Opinion leader in pricing rules and model validation committee,
-Participate to Credit committee.
Profil
The ideal candidate will have a Phd or Master degree specialised in stastical domain.
Interested ? Please contact Thierry Bossant and his team at Huxley Associates
Contact: Thierry Bossant
Tel: +33 (0) 142991760
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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