Description
Sia is hiring a Manager to lead quantitative modelling, validation, stress testing, economic capital, model risk management, and emerging-risk work for French and European financial institutions. The role covers credit, market, counterparty, ALM, liquidity, scenario analysis, machine learning, and governance, while also managing client relationships, supervising consultants, and contributing to the firm’s publication strategy. Candidates need a Master’s degree, 3–6 years of relevant experience, strong quantitative and modelling skills, proficiency in at least one modelling tool, and fluent French and English.
