Job Offer Finance Quantitative Credit Risk Modeller-Paris. huxley-paris Financial Engineering, Mathematical Finance, Financial IT, Quantitative Finance.

Job Offer Finance Quantitative Credit Risk Modeller-Paris. huxley-paris Financial Engineering, Mathematical Finance, Financial IT, Quantitative Finance.Use the "Print" option on your web browser to print this ad.

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.