INVESTMENT BANK – Risk Management & Quantitative Analytics

Avenir Consulting has a number of long and short term contracts within financial market institutions, such as Investment Banks, Hedge Funds, Market Makers, Brokers, Wealth Managers and Super Funds, that cover a multitude of disciplines.

If you have over one year in financial markets within the following disciplines:

• Traded Market Risk Management

• Investment / Portfolio Risk & Asset Allocation

• Limit Management & VaR

• Non-Traded Market Risk Management & IRRBB

• Credit Risk Management

• Counterparty Credit Risk Management

• Regulatory Affairs : EMIR, FRTB, MiFID II, L/IBOR or Volker 2.0

• Data Warehouse, Market & Credit Risk Production & Risk Engine Analytics

• IM, Collateral, CVA, XVA, FVA

• Balance Sheet Analytics

• Transfer Pricing, Economic Capital

• Liquidity, Treasury, ALM & Funding

• Markets Line 1 Compliance

• Operational Risk Line 1 Markets

• Surveillance & Conduct

• BI Data Analytics

• Quantitative Analytics

• Financial Engineering

• Derivative Pricing Models, Capital Modelling Operational Risk Modeling  Credit Modeling Development & Validation

• Financial Instrument Valuation

• Derivative Pricing (including implied Yield Curves & the Greeks)

• Concentration Analysis

• Back Testing, Stress testing & Historical Simulation

• Behavioral modelling

Hands on experience of the following systems:

• Murex                                                                   * C#

• Summit                                                                * MSCI Risk Manager

• Algorithmics                                                      * R