PhD in quantitative/statistical subject.Excellent reporting and analytical ability.Strong numerical skills.Ability to work effectively as a member of the team.

1-3 years experience within economic capital. Strong quantitative abilities. English speaking. Driven candidate.

Bachelor/Masters degree in Risk/Finance/Accounting/Business/related discipline.Knowledge of commodity trading et/Risk management.Exp in accounting/risk/finance/audit + SAP applications.

Ingénieur spécialisation finance, Master Maths Financières/Finance. Première exp 1 an min stage inclus dans un environnement Financier avec de la relation Client.

Ingénieur/Master Informatique Finance. Première expérience professionnelle (1 an min stage inclus). Maîtrise SQL, XML, Macros Excel/VBA, C #, C++, Java, XBRL.

MScPhD in a quantitative field. Mid-level working experiences in capital markets. Solid understanding of basic financial engineering concepts.

Counterparty Credit Risk/Exposure Management experience. Knowledge of Basel II framework. Excellent Interpersonal Skills. Ideally an experience in market capital.

10-15yrs relevant experience within a top tier institution. In depth knowledge of the exposure management space. Ability to oversee complex projects across multiple asset classes.

Strong academic background in a Finance or Scientific related course. Exposure to all areas of ICAAP or/ RWA. Experience in Counterparty Credit Risk. Experience in Quantitative Analytics.

Good knowledge on market risk management concepts, methodologies et frameworks. Experience in developing historical and scenario stress tests for illiquid asset class.

Proficiency with spreadsheets, basic VBA programming et the ability to use the firm's risk managements database et reporting systems. Practical knowledge of third-party risk management platforms.

PhD in Mathematics/Financial Engineering/Physics. Candidates with internship experience or some experience working in a Equity team. Knowledge in programming languages : C++, VBA, Matlab, Latex.

experience of structured commodity finance or trade finance. skills in technical structuring/ origination et execution of deals, only hire Associate- VP level hires.

Excellent quantitative/risk. PhD/MSc/Master/Engineer in a very quant focused thesis. 1-3 years existent exposure within quantitative risk or a leading risk team.

PhD/Masters/MSc in Maths/Physics/Financial Engineering. Excellent level of Financial Maths. 1-4 year experience etknowledge of Interest Rate Derivatives products, C++, VBA.

MSc/PhD/Master/Engineer in a quantitative field. Risk analyst/strategist/Asset allocation specialist. Basic financial engineering concepts.