{"id":40508,"date":"2025-12-26T17:02:38","date_gmt":"2025-12-26T16:02:38","guid":{"rendered":"https:\/\/www.spotwork.com\/?p=40508"},"modified":"2025-12-26T17:06:47","modified_gmt":"2025-12-26T16:06:47","slug":"it-quant-senior-expert-projet-risque","status":"publish","type":"post","link":"https:\/\/www.spotwork.com\/en\/it-quant-senior-expert-projet-risque\/","title":{"rendered":"IT Quant Senior Expert Project Risk"},"content":{"rendered":"
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Consultant IT Quant Senior \/ Expert – Projet Risque<\/h1>\n

Duration: Minimum 1 year | Start date: Mid-January 2026 | Location: Paris | Daily rate: Varies depending on experience<\/p>\n

 <\/p>\nWe are looking for a consultant IT Quant Senior \/ Expert<\/strong> pour le compte d’un de nos clients banque, dans le cadre d’un project to transform the tools used to calculate risk models.<\/strong>\n

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Context<\/strong><\/p>\nLa direction Risque, au sein de son d\u00e9partement Validation, m\u00e8ne un projet strat\u00e9gique de migration de plusieurs modules de calcul (stress tests, projections budg\u00e9taires, simulations…) vers un nouvel outil bas\u00e9 sur un environnement Python<\/strong>.
\nCe projet s’inscrit dans un cadre r\u00e9glementaire exigeant, notamment IFRS 9<\/strong>, with significant challenges in terms of robustness, performance and security of the models.\n

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Roles and responsibilities<\/strong><\/p>\n

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  • Leading the risk model transformation and migration project<\/li>\n
  • Actively participate in the scoping phase and the definition of the target solution<\/li>\n
  • Orienter les choix m\u00e9thodologiques et techniques dans l’environnement Python<\/li>\n
  • Optimiser l’utilisation de la data et des librairies de mod\u00e9lisation et de valorisation<\/li>\n
  • Structure the work and ensure the overall coherence of the system<\/li>\n
  • Ensure project monitoring and the quality of deliverables<\/li>\n<\/ul>\n

     <\/p>\n

    Required Skills<\/strong><\/p>\n

    Functional:<\/p>\n

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    • Proven experience in managing risk projects in a banking environment<\/li>\n
    • Solid knowledge of regulatory issues, in particular IFRS 9<\/strong><\/li>\n
    • Very good understanding of credit and\/or market risk models <\/li>\n<\/ul>\n

      Techniques:<\/p>\n

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      • Excellent command of development in Python<\/strong><\/li>\n
      • Expertise in statistical calculations, projections and simulations (VaR, stress testing, backtesting)<\/li>\n
      • Experience with projection and valuation models<\/li>\n
      • Forte app\u00e9tence pour l’optimisation et l’industrialisation des process de calcul<\/li>\n<\/ul>\n

         <\/p>\n

        Mission Details<\/strong><\/p>\n

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        • Duration: long-term assignment (12 months)<\/li>\n
        • Start date: as early as January<\/li>\n
        • Workload: full-time for 6 months, then part-time at the end of the assignment (to be confirmed with the client)<\/li>\n
        • Mission location: France<\/li>\n
        • Status: Independent consultant \/ Freelance<\/li>\n
        • Daily rate: depending on profile<\/li>\n<\/ul>\n

           <\/p>\n

          If you are ready to take on this challenge within a major project, please send us your detailed CV highlighting your relevant experience in relation to this mission.<\/p>\n

          _____<\/p>\n

          If you are not available, WIN \u20ac1000<\/strong> by sponsoring a consultant for this mission!<\/strong> *<\/p>\n

          (*) 1000\u20ac excluding tax paid into your professional account in the event of placement of the consultant on this mission | provided that it is not already referenced in our databases.<\/p>\n\t\t\tApply for the offer Sponsor a consultant\t\t\n\t\t\t\t

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            Apply to the ad <\/h2>\n