🛠 Tech Stack

💼 About This Role

You'll join an international team of Business Analysts, quants, Risk Managers and IT experts on strategic risk projects. You'll contribute to major initiatives on VaR, sensitivities, stress tests, xVA and regulatory capital. This role offers high-level mentorship from an experienced Practice Manager.

🎯 What You'll Do

• Analyze and formalize requirements for VaR, sensitivities, stress tests, xVA and regulatory capital
• Write clear functional and technical specifications covering calculations, reporting and regulatory compliance
• Prioritize and track backlog in coordination with Risk Managers, quants and IT teams
• Oversee test phases, validate delivery quality and secure production releases

📋 Requirements

• Master's degree in engineering or equivalent (Bac+5)
• Business Analyst experience in financial markets, ideally in Market Risk
• Solid understanding of risk indicators (VaR, sensitivities, stress tests, xVA, regulatory capital) and financial products (derivatives, fixed income, equity)
• Strong delivery mindset with rigor, precision, priority management and quality focus

✨ Nice to Have

• Proficiency in SQL, Excel and JIRA
• Experience with Python

🎁 Benefits & Perks

• 🏢 Ambitious and varied missions selected for added value
• 👥 Close mentorship by recognized experts
• 🔬 Community of passionate engineers with workshops, conferences and regular exchanges

📨 Hiring Process

First interview with recruiter and business developer, then technical interview, then motivation interview with a management committee member.