{"id":8741,"date":"2023-06-14T10:46:35","date_gmt":"2023-06-14T08:46:35","guid":{"rendered":"http:\/\/algofi.client.bz\/offre-de-poste\/frtb-market-risk-moa-consultant-m-f\/"},"modified":"2025-11-25T17:23:36","modified_gmt":"2025-11-25T15:23:36","slug":"frtb-market-risk-moa-consultant-m-f","status":"publish","type":"postes","link":"https:\/\/algofi.client.bz\/en\/offre-de-poste\/frtb-market-risk-moa-consultant-m-f\/","title":{"rendered":"FRTB Market Risk MOA Consultant M\/F"},"author":4,"menu_order":0,"template":"","meta":{"_acf_changed":false,"inline_featured_image":false},"class_list":["post-8741","postes","type-postes","status-publish","hentry"],"acf":{"informations":{"offre-a-la-une":"offre-classique","entite":"algofi","job_type":"SI","job_name":"Market Risk Consultant FRTB","type_de_contrat":"cdi","ville":"Paris","salaire":"salaire-show","salaire_min":30,"salaire_max":"","devise":"\u20ac Eur","flexibilite":"sur-site","affichage":["algofi"]},"descriptions":{"descriptif":"To support our constant growth, we are strengthening our competence center dedicated to banking risk management, in particular to support our customers in their market risk management development and transformation projects.\r\n\r\nIn your role as a senior consultant\/expert in market risk, you will support our customers in the implementation of the Fundamental Review of Trading Book (FRTB):\r\n<ul>\r\n \t<li>Regulatory analysis<\/li>\r\n \t<li>Mapping the trading book<\/li>\r\n \t<li>P&amp;L Allocation<\/li>\r\n \t<li>SBA Framework<\/li>\r\n \t<li>Calculation of Expected Shortfall<\/li>\r\n \t<li>Production and control process for new indicators<\/li>\r\n \t<li>Site coordination - cross-disciplinary studies<\/li>\r\n<\/ul>\r\nYou will be involved in the design and\/or validation of financial risk measurement models: Expected Shortfall, xVA, LPI of complex data, IRRBB, ...\r\n\r\nDepending on your areas of expertise, you could be a business expert, financial engineer, project manager or strategic project manager.","profile":"You are a graduate of a leading engineering school with a specialization in mathematics applied to banking and\/or finance.\r\n\r\nYou have acquired a sound knowledge of banking regulations, valuation models and risk management and measurement techniques.\r\n\r\nYou are recognized for your communication, writing, stress management and teamwork skills.\r\n\r\nYou are fluent in written and spoken English."},"picto-list":"<img src=\"\/assets\/job\/listing-SI.svg\" class=\"metier-picto-liste\">","picto-details":"<img src=\"\/assets\/job\/detail-SI.svg\" class=\"metier-picto-details\">","offre-a-la-une":"offre-classique","entity":"algofi","job_name":"Consultant MOA Risques de march\u00e9s FRTB","job_type_name":"Risque"},"_links":{"self":[{"href":"https:\/\/algofi.client.bz\/en\/wp-json\/wp\/v2\/postes\/8741","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/algofi.client.bz\/en\/wp-json\/wp\/v2\/postes"}],"about":[{"href":"https:\/\/algofi.client.bz\/en\/wp-json\/wp\/v2\/types\/postes"}],"author":[{"embeddable":true,"href":"https:\/\/algofi.client.bz\/en\/wp-json\/wp\/v2\/users\/4"}],"version-history":[{"count":0,"href":"https:\/\/algofi.client.bz\/en\/wp-json\/wp\/v2\/postes\/8741\/revisions"}],"wp:attachment":[{"href":"https:\/\/algofi.client.bz\/en\/wp-json\/wp\/v2\/media?parent=8741"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}