Quantitative Risk Analyst: Derivatives Pricing
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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
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