Market Risk Quant

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.