Senior Consultant – Analyste quantitatif risque de marché et de contrepartie H/F at Capco

Capco is seeking a Senior Consultant to join its FRC (Finance, Risks & Compliance) division in Paris, focusing on market and counterparty risk. The role involves assisting clients in their regulatory and organizational transformation projects.

Responsibilities:

• Contributing to regulatory projects (FRTB, SA-CCR, Bâle IV, etc.).
• Adapting internal and standardized models (VaR, ES, PFE, EEPE, xVA valuation adjustments).
• Participating in stress tests and modeling their impacts.
• Defining and implementing business and risk policies.
• Supporting internal and external inspections and supervisory exercises.
• Contributing to the Risk community.

Requirements:

• A degree from an engineering school or a master's in quantitative finance (Bac+5).
• 3 to 7 years of experience in market finance.
• Strong project management skills.
• In-depth knowledge of methodologies and regulatory environments (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 player.

Capco offers:

• An international work environment focused on innovation.
• Continuous training.
• Hybrid work arrangement (2 days of telecommuting per week).
• Competitive compensation with a performance-based bonus.
• A corporate savings plan (PEE) with a contribution of €2,903 per year.
• An entrepreneurial, inclusive, and meritocratic corporate culture.