Market Risk Quant FRTB C#

Lunalogic France is looking for 2 experienced Market Risk Quant analyst with excellent programming skills to deliver new analytics, contributing  to FRTB The successful candidate will be expected to: Develop a sound understanding of the methodologies, new and existing Develop methodology analytics within the target framework (C# & Python-based) Accordingly, the role does require a solid quantitative background within market risk environment. Continuous interaction with other teams in RISK  will also call for strong communication skills. Key Skills A strong academic background, for example a Masters in mathematics, physics or quantitative finance Excellent programming skills, including C# and Python. Proven experience in a quantitative finance market risk modelling environment Design and implementation of quantitative models, using C# in a source-controlled environment 2 opened positions : 1 in Paris, the 2nd in London