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

Île-de-France, France

Apply Now

Not SpecifiedCompensation

Junior (1 to 2 years)Experience Level

Full TimeJob Type

UnknownVisa

Banking, Insurance, Asset ManagementIndustries

Requirements

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

Responsibilities

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

Skills

Key technologies and capabilities for this role

Market RiskRisk ModelingFinancial ModelingClimate RiskRegulatory ReportingDue DiligenceValuationFinancial InstrumentsBanking Modeling

Questions & Answers

Common questions about this position

Is remote work available for this position?

Yes, all positions at Deloitte are open to telework.

What is the salary for this consultant junior role?

This information is not specified in the job description.

What are the main responsibilities or skills needed for this role?

The role involves developing valuation models for vanilla and exotic financial instruments across various underlyings like equity, FX, interest rates, credit, and commodities, as well as calculating associated risks and developing climate risk models.

What is the company culture like at Deloitte?

Deloitte offers an environment based on trust, knowledge sharing, and collective intelligence, focused on meaningful experiences, growth, responsibility, sustainability, well-being, and inclusion, and is certified as a Great Place to Work.

When is this position available to start?

The position is available as soon as possible.