Financial & Quantitative Analyst, P&L

VO2 GROUP

. Analyze discrepancies between the Reval Step and the Risk-Based Explain to identify sources of anomalies (booking, market data, pricing, and models) .

Posted 10/22/2026full-timeParis • FranceJunior💰 €40,000 - €55,000 per yearWebsite

Core Competencies

Role fit

Core Competencies

Use this summary to align your resume positioning with the role.

Demonstrates strong Python programming skills with expertise in Pandas and performance optimization techniques, alongside a thorough understanding of risk metrics such as Value at Risk (VaR) and Expected Shortfall (ES). Capable of analyzing derivatives portfolios and communicating effectively with cross-functional teams in a Corporate and Investment Banking environment.

Highest-signal resume keywords

Python ProgrammingPandas ExpertiseRisk Metrics KnowledgeObject-Oriented ProgrammingREST API Consumption

ATS Keywords

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Applicant Tracking System Keywords

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Hard Skills

Python ProgrammingPandasObject-Oriented ProgrammingFunctional ProgrammingPerformance OptimizationMultiprocessingREST APIsGreeks AnalysisRisk MetricsAsset Classes Knowledge

Soft Skills

Interpersonal SkillsAnalytical RigorCommunication Skills

Industry Keywords

Corporate BankingInvestment BankingFront OfficeMiddle OfficeRisk EnvironmentDerivatives PortfoliosValue at RiskExpected ShortfallFRTBEquities

Tech Stack

Tools & technologies

PandasPython

About the role

Key responsibilities & impact

Analyze discrepancies between the Reval Step and the Risk-Based Explain to identify sources of anomalies (booking, market data, pricing, and models)
Design, optimize, and maintain Python scripts and modules to automate error detection across the production chain
Use Pandas, REST APIs, and high-performance processing/multiprocessing techniques
Analyze the behavior of the Greeks (Delta, Gamma, Vega, Theta)
Monitor the impact of maturity and market conditions on derivatives portfolios (Equity / Fixed Income)
Contribute to improving risk controls by incorporating Value at Risk (VaR) and Expected Shortfall (ES) concepts
Write Best Practices and user guides
Maintain regular communication with the P&L, IT, Middle Office, and Quantitative Research teams

Requirements

What you’ll need

Degree from an engineering school (or equivalent Master’s degree)
At least 6 months of initial experience in Corporate and Investment Banking (CIB)
Initial experience in, or knowledge of, a Front Office or Middle Office / Risk environment
Excellent Python programming skills
Strong command of object-oriented programming and functional programming
Expert use of Pandas and performance optimization (multiprocessing, multithreading, and read optimization)
Comfortable consuming REST APIs and querying data
Thorough understanding of the Greeks (Delta, Gamma, and Vega) and their dynamics (moneyness, maturity, and volatility)
Good knowledge of asset classes (Equities, Bonds, and swaps)
Broad understanding of risk metrics (VaR and Expected Shortfall), ideally including regulatory requirements (FRTB)
Excellent interpersonal skills, analytical rigor, and the ability to communicate with Quants and IT developers
Fluent English is required
Immediate availability

Benefits

Comp & perks

Dynamic, innovation-driven environment
Training programs, certifications, and access to e-learning solutions
Remote work policy (2 days per week)
Employee referral bonus of €2,000 to €3,000
Meal vouchers (€10 per working day)
Access to partner childcare facilities through Babilou
On-site gym, paid for by the company