HFG are working with a leading management consultancy who are looking to hire a number of market risk quantitative analysts to join them on a project with a leading bank based in Paris.
You will work on with a number of senior partners to validate market risk models.
Candidates with experience in any of the following areas please get in touch;
- Modelling of risk factors, equity risk factor/credit risk factor
- Modelling of CDS spread
- Modelling of intra and inter-asset class correlations
The project is initially from 3 months with a high probability of an additional 3 month extension. Fluency in French highly desirable but not essential.