Quantitative analyst

The Exiom Partners adventure

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The firm EXIOM Partners specializes in Financial Services for companies in the insurance and banking sectors, and mainly works in Finance, Risk and Compliance for its clients, both on the business side and on the IT side.

EXIOM Partners was founded in 2019 by former partners from major generalist firms, on the idea of an innovative management model that conveys values for its clients and employees. Team spirit, commitment, independence and entrepreneurship guide the quality of our service and the development of our talents. The firm currently has 180 employees.

The diversity of expertise and profiles within the firm allows us to intervene in many areas (Risk Advisory, Actuarial, quantitative finance, business and organizational transformation...) and to support our clients facing various regulatory requirements in terms of modeling, reporting, reporting, compliance and governance, as well as an innovative technological environment (robotization, Big Data, etc.).

Job description

Join a real entrepreneurial adventure in finance! You will be attached to Exiom's quantitative division, which now has more than 30 employees and is involved in particular in modeling missions in market risk, counterparty risk, credit risk as well as in the valuation of derivatives. As part of a close-knit team, you will be involved in various missions dealing with the issues of valuation of financial instruments and market and counterparty risks. The missions offered in the largest banks in the French and European financial markets address topics requiring in-depth knowledge of financial markets as well as significant modeling expertise. The topics cover a very broad spectrum:

• Development, validation or backtesting of market risk models (VaR, FRTB, IPV, Reserve, PVA) or counterparty risk (EEPE) models,

• Valuation of complex structured products across all asset classes (interest rates, shares, exchange rates, credit, inflation, etc.),

• Analysis of derivatives portfolios (valuation, sensitivities, CVA/DVA,...),

• Development of new data analysis tools via Machine Learning for risk monitoring or for decision support (scoring models, award policy, fraud detection, pricing, etc.),

• Support in the implementation of stress test exercises (EBA, ICAAP, ... ),

• Participation in the development of internal tools (R&D).

You are supported in your missions by experienced consultants who ensure that they provide you with the support and knowledge you need to carry out your work, and allow you to progress at your own pace and quickly gain autonomy and responsibility.

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Your profile

• You are a graduate of a major engineering school or hold a Master's degree specialized in financial mathematics,

• You have an excellent command of stochastic calculus,

• You have an excellent command of at least one programming language (C++, C#, Python, etc.),

• You have between 1 and 3 years of experience in a similar position,

• You are comfortable in an international professional environment and you speak French and English fluently,

• You are interested in the idea of working in a “start-up” environment and in a young firm in a phase of strong growth.

Position to be filled now.

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