Consultant junior en risque de marché & modélisation bancaire (H/F) at Deloitte

Île-de-France, France

Not SpecifiedCompensation

Junior (1 to 2 years)Experience Level

Full TimeJob Type

UnknownVisa

Banking, Insurance, Asset ManagementIndustries

Open to telework
Available to start as soon as possible
Junior-level consultant role (no specific experience or qualifications explicitly listed)

Develop models for valuing vanilla and exotic financial instruments across all underlyings (equity, FX, interest rates, credit, commodities) and calculate associated risks
Develop models related to climate risk (transition risk, physical risk, etc.)
Develop ALM models (interest margin projection, sight deposit modeling, stress testing)
Conduct audits and counter-valuations of complex financial instruments
Develop pricing tools or climate risk measurement tools
Lead regulatory projects related to market risk, credit risk, liquidity risk, or counterparty risk
Apply Machine Learning techniques to modeling problems
Review or implement valuation processes (pricing, XVA, prudent valuation, IBOR transition) or valuation control processes (market data control/consensus, product control, IPV, etc.)
Review or overhaul FO/MO or Risk processes for market activities (collateral management, margin calls, operation booking, MIFID controls, etc.)
Intervene within Financial Directions / Risks / Strategy / Sustainable Development on related topics
Examples include measuring the impact of climate risk on asset portfolios and assisting in such assessments