Company presentation

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Joining La Banque Postale means becoming part of a dynamic, innovative and socially responsible bank, which is expanding rapidly in the retail banking, insurance and asset management markets.

As a public service bank, La Banque Postale supports its customers in a long-term banking relationship: 10.7 million individual customers and 400,000 business customers, professionals, players in the social economy and the local public sector place their trust in La Banque Postale.

Attentive to the needs of our employees, we offer them a wide range of career paths and invest in training throughout their careers.

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Your missions

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As part of the Models & Methodologies department, you will report to the Market Risk Division. You will work as part of a team of 4 people.

The team's role is to develop and maintain an independent pricing library to validate and monitor the models used by the Front Office.

You will be responsible for :

• Participate in library maintenance (implementation of non-regression tests, code optimization, etc.)
• Develop analysis tools based on the library for use by other teams;
• Implement new quantitative models to enrich the ;
• Consider setting up reserves to quantify model risk appropriately.

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Your profile

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With an M1 or M2 degree in quantitative finance, you ideally have some initial experience in a banking environment.

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You are

• Rigorous and conscientious in your work methods;
• Curious and eager to learn new things;
• Sociable and comfortable working as part of a team.

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You master :

• Basics of market finance (vanilla instruments, options, etc.) ;
• Basics of financial & quantitative mathematics (Black & Scholes, main theorems, ...) ;
• Object-oriented programming.

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As a responsible corporate citizen, La Banque Postale is committed to diversity and equal opportunity, giving access to all its business lines without discrimination based on gender, social or cultural origin, sexual orientation or disability. Join us and let's build the French people's favorite bank together.

Join La Banque Postale, Citoyenne!

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