Risk Manager for a Bank or an Asset manager





You will be operating in Risk management teams for a major investment bank or asset management firm, charged with the daily production of market indicators.


Your mission

You will be managing the:

  • Daily production of the VaR, VaR analysis and explanation of variations;
  • Production and analysis of indicators and “Greek” market sensitivities (delta, gamma, rho, vega, theta);
  • Back-testing and stress-testing of risk indicators;
  • Description and monitoring of all limit overruns, daily distribution of risk statuses for FOs, managing and providing results to the risk management division;
  • Parallel participation in different improvement projects or setting up new indicators (e.g. CVA).

Is this project fitting for you?


Your education:

  • From a major engineering school with a specialisation in market finance, 3rd cycle studies in finance, or a Master in quantitative finance.

Your competences:

  • Excellent command of financial products (cross assets) and have a natural propensity for analysis;
  • Excellent knowledge of financial products, specialising in equity derivatives, rates or credit;
  • Good command of VBA/Excel programming languages and SQL.

Your key assets:

  • Excellent communication skills, analytical abilities, and strong self-determination;
  • Proficiency in English is essential.

Join us!