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Subject: New position of junior Financial
Engineer specialized in risk management at Fimat, Group Societe Generale
in the center of Paris.
1. Company:
Within its broking activities on international
financial markets (in particular on the derivatives products on equity,
interest rate, commodity), Fimat, subsidiary of Societe Generale, develops
new services of intermediation for its institutional customers.
To support this initiative, Fimat has developed
a Monte Carlo Value at Risk and Stress Testing platform.
2. Position: Fimat proposes a
new position within the project team for a junior financial engineer.
This team is in charge of
Analyzing, designing, and specifying functional needs;
Managing, testing and integrating new developments
Support internal users (mainly risk managers)
The position proposed deals with econometrics
, statistical, quantitative financial studies and new development.
It requires at the same time knowledge in
statistics, finance and in data processing.
The successful candidate will
work in an international environment in the following fields:
- Calibration and analysis of pricing tools
and statistical data.
- Analysis of new users needs, assistance
in the design of new functionalities and development of the quantitative
part.
- Frequent portfolio analysis with the local
risk managers.
- Support with the daily production of the
system.
3. The candidate - Engineer School
or university, a minimum of a master level specialized
in statistical and finance is required;
Good knowledge
of financial markets and derivative products with ideally a specialization
in risk management.
Interest
for IT projects with strong data-processing orientation, especially of
good knowledge in C++ programming, VBA and SQL Windows and Linux environments;
Good knowledge
in econometrics and one environment
for statistical computing (R or
Splus for example)
Good analysis
and synthesis skills, autonomy , need to be detail oriented
and proactive
Good Teaching
Qualities.
Please contact me if you are interested
by this position
Xavier Abulker
Fimat Paris
[hidden email]
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