Quantitative Risk Analyst: Derivatives Pricing

Il y a 3 jours

Ukkel, Brussel-Hoofdstad, Belgique ENGIE - International Supply & Energy Management Temps plein 90 000 € - 130 000 € Contrat

ENGIE S&EM is seeking a Quantitative Risk Analyst to join a cross-functional team focused on validation of pricing models for derivatives and calibration of risk models for market, credit, and liquidity risks. The role emphasizes rigorous modeling, software development in C# and Python, and a data-driven approach within a Big Data environment (AWS/Dataiku).

You will collaborate with Risk, IT and Front Office teams to build robust tooling and automated monitoring, while ensuring comprehensive