Market Risk Quant FRTB C# Market Risk Quant FRTB C# …

LunaLogic
à Paris, Île-de-France
CDI, Plein-temps
Dernière candidature, 14 oct. 21
Competitive
LunaLogic
à Paris, Île-de-France
CDI, Plein-temps
Dernière candidature, 14 oct. 21
Competitive
Market Risk Quant FRTB C#
Lunalogic France is looking for 2 experienced Market Risk Quant analyst with excellent programming skills to deliver new analytics, contributing to FRTB
The successful candidate will be expected to:
  • Develop a sound understanding of the methodologies, new and existing
  • Develop methodology analytics within the target framework (C# & Python-based)
Accordingly, the role does require a solid quantitative background within market risk environment. Continuous interaction with other teams in RISK will also call for strong communication skills.

Key Skills
  • A strong academic background, for example a Masters in mathematics, physics or quantitative finance
  • Excellent programming skills, including C# and Python.
  • Proven experience in a quantitative finance market risk modelling environment
  • Design and implementation of quantitative models, using C# in a source-controlled environment
2 opened positions : 1 in Paris, the 2nd in London

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