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Junior Quantitative Analyst, Capital Risk Management

Recruiter
Council of Europe Development Bank (CEB)
Location
Paris, France
Salary
From €67,320 tax-free + Benefits
Closing date
23 Apr 2023
Reference
PE-04/2023-257

Job Details

You will bring your financial market insight to a development bank.

(Four year fixed-term contract with possibility of renewal)

Are you experienced in quantitative finance environments, with exposure to quantitative model validation or development? Do you have a strong understanding of probability theory, mathematical finance, statistics, econometrics and numerical methods? Then you can help to promote a strong risk and control culture across the Council of Europe Development Bank – a unique institution that brings together 42 member countries to finance projects that transform lives across the continent.

Contributing to valuing financial instruments and evaluating market and liquidity risks, you will take ownership of capital adequacy assessment models for market and credit risks to support decision-making. 

Notably, you will value derivatives, analyse their financial impacts, calculate IFRS valuation adjustments and reserves (CVA, DVA), define market and liquidity risk appetite, and model capital requirements for market and credit risks.
 
To take on this challenge, you will need:

  • A postgraduate qualification in mathematics, physics, engineering, computer science, statistics or economics.
  • 1 – 3 years’ experience with a financial institution, consulting firm or multinational development bank.
  • Advanced programming skills in R or other languages (C++/C#, Python, MATLAB).
  • Expertise in financial instruments valuation modelling and capital risk assessment.
  • Full fluency in either English or French, backed by some command of the other language.

Applications should be made in English or French using the Council of Europe Development Bank online application system on our website before the deadline of 23 April 2023, midnight Paris time.

Company

The CEB is a multilateral development bank with a social vocation. Established in 1956, its membership has increased up to 40 members to include the countries of Central and Eastern and South Eastern Europe.

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