Consultant Analyse Quantitative HF

Prsentation du cabinet :

a.m.i consulting est une entreprise familiale innovante (Le cabinet a obtenu en2019 la bourse InnovUP de BPI France) qui exploite pour vous la data afin de vous fournir des consultants experts dans ces domaines. Soucieux du bientre de nos collaborateurs et conscient des enjeux environnementaux nous nous engageons rduire notre empreinte carbone grce un processus de qualification de slection et dintgration 100%% digitale.

Prsentation de loffre :

• Secteur: Banque
• Nombre danne dexperience: 5 7ans
• Contrat: CDI de missionou Freelance
• Statut : Cadre
  • CDI de mission :
    • 58k brut annuel fixe
    • 3k de Variable
  • Freelance : 550/H/T
• Dure de la mission:longue
• Lieude la mission:92
• Tltravail : 2 jours par semaine
• Anglais : C1

The candidate will join the XVACCR Collateral & Credit Quantitative Research team which specializes in developing quantitative models and innovative solutions for XVA counterparty risk collateral and credit. The team regularly collaborates with various internal entities such as the XVA desk the risk department and the collateral desk for pricing modeling and risk management of credit derivatives.

Key responsibilities include defining and implementing tools and pricing models for collateral management and XVArelated activities. The candidate will also interact and support Trading RPC and IT partners.

The role requires strong programming skills (C SQL C# VBA) and a good understanding of numerical methods (Monte Carlo optimization algorithms). Recent experience in distributed computing interprocess communication multithreading programming and familiarity with Microsoft and Web technologies is also necessary.

The candidate should be teamoriented capable of working independently and highly motivated. They must quickly adapt to new technologies be resultsoriented and meet deadlines. Excellent analytical and problemsolving skills as well as strong verbal and written communication abilities are essential.