Market Risk Analyst
The successful candidate will join the risk management team, within the Capital Markets Strategies Business Unit. You will work on market risk, credit risk, counterparty risk and liquidity risk. You will also work closely with the middle office, front office, sales, marketing and IT teams.
Your main tasks will be:
- Ensure the production of periodic risk monitoring reports (exposures, sensitivities, value at risk, liquidity profile, etc.) and the validation of pricing or margin calls on OTC derivatives when necessary
- Ensure the control of internal investment rules and alert when necessary
- Improvement of internal tools and models
- Prepare support documents for the Risk Committee
Profile:
- Engineering school, business school, or master's degree in quantitative finance
- A first experience in market finance / market risk within an asset manager, an investment fund or an investment bank (internship or apprenticeship)
- Strong analytical skills
- Rigorous, autonomous, proactive and able to show curiosity and initiative
- Effective written and oral communication skills
- Ability to work in a team, to manage tight deadlines and to adapt to the work environment
- Good knowledge of Excel, Powerpoint, knowledge of Bloomberg and Sophis would be an asset
- Programming languages: Python, VBA, SQL
- Fluency in English and French appreciated
Tikehau Capital is an equal opportunity employer that is committed to diversity and inclusion in the workplace. This applies to all employment practices within our organization, including recruiting, promotion, termination, layoff, recall, leave of absence, compensation, benefits, training, and apprenticeship.