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Market Risk Quant FRTB C# posté par LUNALOGIC

CDI - temps plein
Paris

Description de l'offre

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

Numéro de référence

308

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