Quant Consultant - Counterparty Risk Modeling

Quant Consultant - Counterparty Risk Modeling

Quant Consultant - Counterparty Risk Modeling 1 1 Quanteam
  • CDI
  • Paris

Quantitative Finance

offer details

We are recruiting a quantitative analyst consultant in charge of counterparty risk modeling.


In order to support the development of the Quanteam Group's Quant Practice, you will be required to manage or carry out, in particular, calculation and analysis assignments for :

  • ECE ;
  • PFE ;
  • CVA/DVA ;
  • FVA, LVA ;
  • Options pricing ;
  • Validate pricers/models/numerical methods developed by front office R&D teams through testing, benchmarking (alternative models), independent counter-implementation (algorithmic validation);
  • Validate provisioning methodologies for model risk and parameter uncertainties;
  • Validate the data model methodologies proposed by the Front Office or Results Department teams;
  • Monitor technological and academic developments in ;

In addition to your duties, you will play an active part in the life of the firm through various projects:

  • Develop our service offering and support our team in charge of the banking sector in their sales efforts;
  • Support our consultants in their technical or personal development (training, publication of articles, etc.);
  • Methodological, technical and standards watch and R&D work.


With a quantitative background (Master's 2 or PhD), you ideally have a first successful experience in banking and/or consulting.


You have developed recognized expertise either in modeling, model risk management, independent validation or audit / general inspection positions.
You are familiar with the main modeling software and data management tools (C, C++, Python, Matlab, R...).
You are a team player, open-minded and analytical, and you would like to join a motivating professional environment.
French, fluent professional English essential.


Quanteam is handi-accommodating and is committed to professional equality, gender diversity and diversity. It is open to all talents, and therefore encourages anyone with the skills mentioned in this offer to apply.
Quanteam offers a business model based on responsibility, commitment and responsible management, and is committed to sustainable development and respect for the environment.

About Quanteam

Quanteam (part of the Rainbow Partners Group) is a consulting firm specializing in the Banking, Finance and Financial Services sectors.

Our 740 consultants, from 35 different nationalities, are based in Paris, Lyon, London, New York, Montreal, Geneva, Lisbon, Porto, Brussels and Casablanca.

With its dual business and IT skills, Quanteam supports its key account customers (corporate and investment banks, asset management companies, private and retail banks, securities custodians, etc.) throughout the Front-to-Back chain, in the evolution of their business activities and in their Transformation projects.

Our teams are organized around 5 areas of expertise:

  • Quantitative Finance
  • Risk, Compliance and Regulatory Affairs
  • Operations and Finance
  • Transformation and Organization
  • IT and Information Systems

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To apply, send your CV and covering letter by e-mail to communication@quanteam.fr

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