MPG Partners

About the Company

MPG Partners is an independent management consulting firm specialized in the financial services industry. The company partners with its clients to solve today’s toughest problems and to enhance their ability to build value. To help them to respond to the ever-increasing complexity of the banking and financial sector, MPG Partners combine a strong business expertise and the best-in-class consulting methods. All employees share the passion for results and are determined to achieve them. They always try to put themselves in clients' shoes and focus on practical actions. Learn more at www.mpg-partners.com.

Listed Jobs

Company Name

MPG Partners

Job Title

Market Risk Specialist

Job Description

**Job Title:** Market Risk Specialist **Role Summary:** Deliver quantitative analysis and model validation services for retail and investment banks, focusing on market risk measurement, stress testing, and model governance. Produce risk indicators for front‑office and risk‑management teams, ensuring compliance with regulatory frameworks (FRTB, Basel III/IV) and supporting continuous improvement of risk tools. **Expectations:** - Provide actionable, reliable risk insights to senior stakeholders. - Maintain methodological rigor and consistency across risk models. - Drive innovation in risk modeling techniques and technology solutions. - Keep abreast of regulatory updates and assess their impact on existing models. **Key Responsibilities:** - Develop and validate methodologies for market‑risk measurement and credit‑risk assessment. - Generate, analyze, and report market‑risk indicators to front‑office and risk‑management units. - Interpret and verify risk‑calculation results, ensuring accuracy and robustness. - Evaluate and document pricing models used by trading desks. - Build, back‑test, and analyze risk‑factor sensitivities, volatilities, and correlations. - Conduct portfolio‑impact stress tests and scenario analyses. - Perform gap analyses to quantify effects of model or methodology changes. - Collaborate with modeling, IT, and risk teams to implement robust solutions. - Propose and pilot innovative quantitative or technological approaches. - Monitor regulatory developments (FRTB, Basel III/IV) and translate them into practice. **Required Skills:** - Advanced quantitative analysis and scientific rigor. - Proficiency in at least one programming language: Python, Java, C#, or VBA. - Deep understanding of financial instruments and derivatives. - Strong communication skills for client-facing reporting. - Ability to adapt quickly to complex environments and deliver relevant solutions. - Professional level English. **Required Education & Certifications:** - Minimum 5‑year degree (Bac+5) in financial mathematics, statistics, engineering, quantitative finance, or equivalent. - Prior experience or internship in market‑risk, model validation, or pricing within a bank, consulting firm, or financial institution. - No specific certification required, but familiarity with regulatory frameworks (FRTB, Basel III/IV) is essential.

Paris, France

Hybrid

30-10-2025