Frtb Modeler Paris / Freelance

  • Paris
  • Lfz Partners

The role : Model development for the benefit of Fundamental Review of Trading Book (FRTB) Modelling of the VaR, stressed Var Calculation of the Default Risk Charge Calculation of the Expected Shortfalls or the Non Modellable Risk Factors for models. Reference guide to write: Creating documents for models, explanation of the model. Backtests Salaire (CDI) Rémunération fixe avec Primes de performance Primes de publication Autres primes et avantages (Mutuelle, Prévoyance, tickets restaurants)