The Role
The Quantitative Risk Analyst role involves supporting Market and Financial Institutions teams by calibrating, computing, analyzing, and reporting on Market and Valuation Risk. Key tasks include automating complex processes, conducting ad-hoc analyses on data, and developing methodologies.
Summary Generated by Built In
Job Description
Job description:
- Support RISK Market & Financial Institutions teams in performing their main responsibilities on Market Risk or Valuation Risk, from the regular calibration, computation, analysis and reporting of the associated metrics and pricing of new requests to the automation of various complex processes and to various ad-hoc studies on relevant time series of data.
Main Tasks:
- Monthly calibration, computation, analysis and reporting of Valuation Adjustments for assigned perimeters.
- Automation or specifications of developments for various Valuation Adjustments of which XVA related.
- Documentation of new methodologies
- Specific Studies on bid offer data
Qualifications
Technical Skills:
- Main financial market product & their pricing and risk management techniques
- Data Manipulation - Python
Language Skills:
- English – Expert (N3)
Soft Skills:
- Ability to integrate information from diverse sources, often involving large amounts of information
- Ability to ensure the precision, accuracy and thoroughness of the information manipulated or delivered.
- Ability to express oral and written message effectively in a clear, structured, accurate and concise manner, based on facts
- Motivation to collaborate and share ideas and knowledge with team member
- Understands clients’ needs and values constructive and positive feedback
Top Skills
Python
The Company
What We Do
The Alter Solutions Group is an IT Consultancy group, promoter of Digital Transformation, created in 2006, in Paris. In 2022, Alter Solutions joined the act digital group, constituting a global community of talent in Technology, with presence in twelve countries: Germany, Belgium, Brazil, United States of America, Canada, Morocco, Spain, France, Luxembourg, Poland, Portugal and Serbia. In 2023, we were recertified as a Great Place to Work®. Know more about Life at Alter: https://www.linkedin.com/company/alter-solutions-group/life/altersolutionsgroup
