Description du poste
As the new Quantitative Risk Management Officer you will report to the Financial Risk Manager and to the CRO.
The goal of the team is to develop tools and control the risk for all the entities of the group (mainly located in Europe).
Your main responsibilities will include :
Develop mathematic models to calculate Var, stress test, liquidity ratio.. for all kind of financial products, from treasury, forex to securities lending and repo
Control financial risk of the bank, mainly market and liquidity risk
Analyze and give an opinion on ALM propositions
Participate to the risk committee
Your profile :
Mathematical / quantitative profile with previous experience developing models
A first relevant experience in the banking sector
Knowledge of depositary banking and investment banking is an asset
Knowledge of securities lending and repo is a strong asset
Fluency in French and English is mandatory
Good ability to use VBA, SaS, Access
Contact : Aurelie Abarnou Helix Quantitative Risk Management Officer (M / F) De