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Job Description
Capco is seeking a Senior Consultant to join its FRC (Finance, Risk & Compliance) team in Paris, focusing on Market and Counterparty Risk. This role involves assisting financial sector clients with regulatory and organizational transformation challenges.
Role Involves:
- Piloting and contributing to major regulatory projects (FRTB, SA-CCR, Basel IV).
- Adapting internal and standardized models (VaR, ES, PFE, EEPE, xVA valuation adjustments).
- Participating in stress test implementation and modeling impacts on P&L.
- Defining and implementing business and risk policies.
- Supporting internal and external inspection missions.
Requirements:
- Bac+5 degree from a top engineering school or a master's in quantitative finance.
- 3-7 years of experience in market finance with a quantitative understanding of financial instruments.
- Strong project management skills.
- In-depth knowledge of methodologies and the regulatory environment (FRTB, Basel III/IV, FBL/Volcker, EMIR).
- Solid programming and database management skills (C++, Python, R, SQL).
- Knowledge of Data/digital topics applied to quantitative finance (RPA, Machine learning, Reinforcement learning, LLM, Big data).
- Excellent interpersonal skills and a team spirit.
Capco Offers:
- An international work environment focused on innovation.
- Continuous training to develop new skills and expertise.
- Hybrid work arrangement (2 days of telecommuting per week).
- A competitive salary with a performance-based bonus.
- A corporate savings plan.
- An entrepreneurial, inclusive, and meritocratic company culture.
