Help draft and update methodological documentation for derivatives and market risk models.
Help update and document quantification methodologies for risk metrics (VaR, stress tests) and regulatory frameworks (FRTB, SIMM, ICAAP).
Help review model inputs and components, in collaboration with stakeholders.
Help implement new products in risk systems (Murex, MSCI RiskMetrics, FIS Adaptiv).
Participate in workshops to formalize model needs and support their implementation.
Contribute to the development of risk modelling practices through analysis, proposals and exploratory work.

Bachelor’s degree in finance, financial engineering or a related field
A minimum of four years of relevant experience, ideally in a market risk management or financial market environment
Experience with at least one risk system, such as Murex, MSCI RiskMetrics or FIS Adaptiv
Knowledge of French is required
Advanced proficiency of English
Advanced Excel skills
Practical knowledge of programming languages such as Python, SQL and other relevant languages

Competitive salary and annual bonus
4 weeks of flexible vacation starting in the first year
Defined benefit pension plan that provides predictable, stable income throughout retirement
Group insurance including telemedicine
Reimbursement of health and wellness expenses and telework equipment

Data Scientist, Market Risk Model Design

Key skills