Financial risk and quantitative advisory for banking and insurance
Canopee Group is a Paris-based consulting firm focused on quantitative finance, risk management, and data transformation for banking and insurance clients. The stack is heavily weighted toward quantitative computing (C++, Python, SAS, R, Spark) paired with financial engineering tools (SQL Server, BigQuery), and the active project list reveals deep engagement with market-risk modeling, derivatives pricing, and regulatory compliance (FRTB, XVA). A significant C-to-Java migration underway signals infrastructure modernization alongside core quantitative work.
Canopee Group advises financial institutions and asset managers on finance, data, and digital transformation. Founded in 2009, the firm operates out of Paris with a 51–200 person team structured around three service lines: Finance (quantitative modeling, risk management, market operations, organizational transformation), Data (science, engineering, architecture, analytics), and specialized Risk and Compliance functions. Clients span investment banking, private banking, retail banking, asset management, and insurance, with recent sector expansion into industrial and pharmaceutical companies.
C++, Python, SAS, R, Java, SQL, BigQuery, Azure DevOps, Apache Spark, Scala, and domain-specific tools like VBA and Perl. The firm actively migrates from C to Java and uses CI/CD and Kanban for engineering workflows.
Market-risk model refactoring, C-to-Java platform migration, derivatives product integration, FRTB regulatory implementation, XVA methodology development, pricing library integration, and Greeks calculation for derivatives.
Paris, Île-de-France, France. All active hiring is currently focused within France.
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