Senior AI Data Scientist leading complex analytical and predictive AI workstreams at Valtech. Collaborating with teams to deliver actionable insights for high - value business problems.
About the role
- Data Scientist improving risk management and market risk for OTC derivatives trading desk. Collaborating with stakeholders to implement strategies and enhance analytical models.
Responsibilities
- Help develop and maintain counterparty risk models (PFE, XVA, SA-CCR, etc.) and market risk models (VaR, stress tests, etc.)
- Interact with the desks to review and improve model calculation parameters
- Model financial products and evaluate pricing
- Develop and analyze sensitivity metrics (Greeks)
- Help develop and maintain the Adaptiv application and other IT tools used to monitor, model and manage interest rate risks
- Collaborate with the capital team on regulatory CVA (BA-CVA, SA-CVA) and market risk capital (SA-FRTB)
- Ensure ongoing compliance with regulatory requirements and governance documents for managing counterparty and issuer risk and for managing market risk
- Monitor market developments and best practices for counterparty and market risk
- Take part in continuous monitoring of compliance with AMF regulations for deposit-taking institutions
- Contribute to internal and external risk reporting
- Contribute to governance documents on counterparty, issuer and market risk
- Participate in daily and monthly production by managing a large amount of data, as needed
- Work with the internal analytics community to help it fulfill your role as a hub of data science expertise
Requirements
- Bachelor's degree in a related field
- A minimum of six years of relevant experience in financial risk management and data modelling for the finance sector
- Experience with Adaptiv Credit Risk and Adaptiv Analytics
- Experience in counterparty risk, market risk and market activity monitoring (middle office), including knowledge of XVA, PFE models, P&L attribution, sensitivity metrics (Greeks), value at risk (VaR) and stress tests
- Experience with market risk / market activity monitoring software solutions
- Experience in programming and analysis with Python, VBA and SQL
- CFA, FRM or PRM certification underway or completed (preferred)
- Knowledge of French is required
- Proficiency in MS Office suite, mainly Excel
- In-depth knowledge of financial derivatives and how they’re modelled
- Knowledge of financial markets and derivatives
- Knowledge of Basel regulations
Benefits
- Competitive salary and annual bonus
- 4 weeks of flexible vacation starting in the first year
- Defined benefit pension plan that provides predictable, stable income throughout retirement
- Group insurance including telemedicine
- Reimbursement of health and wellness expenses and telework equipment
Job title
Job type
Experience level
Salary
Not specified
Degree requirement
Tech skills
Location requirements
Report this job
Found something wrong with the page? Please let us know by submitting a report below.
Lead Data Scientist responsible for designing and deploying Generative AI solutions. Collaborating closely with clients and mentoring teams in analytics consulting at Tiger Analytics.
Delivery manager leading the end - to - end execution of complex data and analytics programs at Ness. Building client relationships and driving best practices for scalable data solutions in the digital economy.
Senior Data Scientist handling AI product lifecycle for Wealthsimple. Working at the intersection of AI research and product development to create real - world impact for clients.
Data Scientist creating market insights and predictive models for advertising sectors at Guideline. Collaborating with teams to analyze data and drive client engagement.
Team Lead, Digital Analytics managing the development and support of data analytics solutions at BCLC. Leading a team to enhance business intelligence capabilities for effective decision - making.
Senior Manager leading data initiatives for Treasury and Finance at TD. Collaborating with stakeholders for high - quality reporting and analytics.
Senior Data Scientist at Hungryroot, owning machine learning to personalize customer deliveries. Collaborates within a remote - first team to optimize data models and improve customer satisfaction.
Clinical Data Engineer joining a team focused on developing innovative medical devices. Supporting clinical research studies and data analysis to improve patient outcomes.
Data Scientist developing machine learning models and Power BI dashboards at a leading transit bus manufacturer. Collaborating across functions including engineering, quality, and supply chain.