Cher(e) Abonné(e),

Le mardi 20 décembre 2022, nous vous proposons 1 New(s) qui peu(ven)t vous intéresser:

Réseau Maths, Finance & Big Data sur LinkedIn : +29.800 abonné(e)s merci ! Rejoignez-les maintenant

Maths-Fi vous souhaite une excellente journée et vous propose une édition spéciale Recrutement Quant 2023.

♫We wish you an (early) merry christmas and a happy new Quant Job!♫

 

[Experienced Risk Officer, Model Validation @ESM] Recrutement QF&BD : ESM - European Stability Mechanism (MES - Mécanisme Européen de Stabilité) - Luxembourg.

 

The ESM is the crisis resolution mechanism for euro area countries, an unique place to work with around 220 individuals from around the world committed to making a difference to the future of the euro area. It recruits talented professionals of any nationality from both the private and public sector.

✔️Experienced Risk Officer, Model Validation MSc/PhD/Master/Engineer Quant - 8 yrs Exp - Luxembourg

Application Deadline: 1 janvier 2023

The ESM is looking for

✔️ Experienced risk officer to review and validate quantitative financial models in use by the ESM, including activity on market risk, liquidity risk, credit risk, asset and liability management, and financial planning models.

✔️ The selected candidate will also support the development of new models in non-financial risk areas such as operational risk measurement, risk transfer techniques, and ESG risk factors.

✔️ The selected person will report to the Head of Risk Management.

A 4 Year Fixed Term Contract with possibility of Extension

✔️ Location: Luxembourg + possibility to work remotely, normally around two days a week, from Luxembourg and the border region (or from further away under certain conditions)

Among the key accountabilities:

✔️Regularly review and update inventory of models in liaison with related business units

✔️Risk rate the models to identify those in scope of validation activities, according to internal policies

✔️Understand and analyse the quantitative models to be validated

  • Key background & experience: MSc/PhD/Master/Engineer in relevent field such as statistics, engineering, quantitative finance, or economics
  • Experience in:
    • developing and or validating financial models (mandatory)
    • back testing, using quantitative and statistical technique (mandatory)
    • derivatives evaluation and modelling (is an asset)
  • At least 8 year of relevant professional experience in risk management or audit, preferably in a financial institution
Application Deadline Reminder: 1 january 2023

___________

#PhD #postdoc #machinelearning #statisticallearning #python #pytorch #probability #computerscience #neuronalnetwork

Hiring: Talented PhD in Machine Learning / Statistical Learning - 2-Year Postdoc Position - Paris

The Quantitative Finance Group of Université Paris Cité is looking for talented PhDs with expertise in Machine Learning / Statistical Learning, for a 2-year postdoctoral research position starting ASAP.
✔️ Location : LPSM, Sophie Germain building of Université Paris Cité, 8 Place Aurelie Nemours, 75013 Paris
✔️ Gross monthly salary: 3.500€ without teaching OR 3.700€ with up to 50 hours/year teaching
Application Deadline: 31 december 2022

Among the possible research topics

The project research of candidates will be discussed depending on their background and motivations

✔️ Optimization of training strategies using nested Monte Carlo (like in AbbasTurki et al)

✔️ Generative neural networks in quantitative finance (like for example van Rhijn et al)

✔️ Machine learning in impulse control problems (work in progress by L. Abbas-Turki and I. Kharroubi).

Conditions to apply

✔️ PhD (or defense by spring) in Machine Learning / Statistical Learning, computer science, with publication in the top academic journals.

► Prerequisites

✔️ Theoretical background: either stochastic analysis or Statistics or both
✔️ Domain knowledge: Machine Learning / Statistical Learning
✔️ Programming skills: Python/Pytorch or C/Cuda,
✔️ Languages: Fluent English (spoken and written). French welcome but not mandatory.
More on the research topics/References & preprints

Funded by: the Chair Capital Markets Tomorrow: Modeling and Computational Issues, Statistical learning methods on simulated data in finance. Collaborative research with younger (PhD) students is encouraged. No mandatory teaching but teaching opportunities at all (including master) level.

►Scientific environment: The Emile Borel heritage Laboratoire de Probabilités, Statistique et Modélisation, i.e. +200 researchers, faculty members and PhD/postdoct students in the heart of Paris.
Covering together the whole spectrum of modern probabilities and statistics in six teams, all at the highest international level.

►Human & IT Resources: an IT engineer can help in implementation and training tasks. Nodes with multiple GPUs and large RAM will be accessible for training and testing. The new Nvidia CPU/GPU Grace Hopper architecture will be acquired on 2023

►Reminder - Applications Deadline 31 december 2022 Apply Now!

Please send CV and cover letter to Stéphane Crépey (crepey@lpsm.paris)

More information on this Post Doc Position

________

 

[Formats FOCUS 3C - Maths-Fi et BigDataFR] Connaître - Comprendre - Choisir

mardi 20 décembre 2022

Le Focus Formation de Maths-Fi & BigDataFR a pour vocation la transmission d'éléments précieux :

  • aux futurs candidats, pour le choix de leur parcours d'excellence en Maths, Finance ou Data Science;
  • aux recruteurs, pour le choix de leurs futurs collaborateurs ou des formations à acquérir pour être opérationnel dans le domaine de leur choix et booster leur carrière

Le Format "Focus Formation" :
  • Mieux connaître une formation, un diplôme, un établissement
  • en comprendre les enseignements pour
  • mieux choisir ce qui correspond à l'évolution que vous souhaitez donner à votre carrière

Les Formats "Focus" de Maths-Fi & BigDataFR se déclinent en 4 thématiques : Formation, Business, Recrutement et Event.

Vous souhaitez communiquer sur votre structure ? Contactez-nous pour vérifier les disponibilités !

 

Statut com :

  • Ouverture des inscriptions 1er Semestre 2023 !


Format Focus MF - Infos-devis - 2023
Format Focus BigDataFR - Infos-devis - 2023

 
  

Campagne Recrutement /Annonce Event sur Maths-Fi - 2023 : cliquez ici
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Campagne Recrutement /Annonce Event - 2023 sur BigDataFR : cliquez ici
Campagne Formation Partenaire BigDataFR - 2023 : communiquez sur vos formations

________

 

 

The ESM is the crisis resolution mechanism for euro area countries, an unique place to work with around 220 individuals from around the world committed to making a difference to the future of the euro area. It recruits talented professionals of any nationality from both the private and public sector.

Work at ESM - Watch Video

✔️Experienced Risk Officer, Model Validation MSc/PhD/Master/Engineer Quant - 8 yrs Exp - Luxembourg

Application Deadline: 1 janvier 2023

_________

DU Analyste Data Science - IUT de Paris - Rives de Seine

M2 Probabilites et Finance - Master El Karoui

Moody's Analytics

 

A bientôt.

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