(Senior) Risk Quant Analyst (m/f/d) Quant Institute, Berlin

Description

(Senior) Risk Quant Analyst (m/f/d) Quant Institute, Banking

Gewünschtes Eintrittsdatum: ab sofort
Anstellungsart: (Young-) Professional
Ort: Berlin  
Beschäftigungsart: Vollzeit

Veröffentlicht am: 16. Oktober 2018

Quant-Experience wanted!  

Our client is a leading universal bank, a global player, innovative, international and always one step ahead of market requirements. The Quant Institute team in Berlin develops and validates internal and regulatory risk management models, for example rating systems, stress testing and capital modeling. In close cooperation with internal teams in Frankfurt, London and New York the Berlin team is in constant interaction with the regulators to ensure compliant implementation of regulatory requirements.

Your responsibilities:

  • Developing, improving and validating risk methodologies and parameters for internal, regulatory and other capital models such as Economic Capital, VaR, Risk & Pricing models for derivatives that enable us to calculate credit-, market- and operational risks as well as stress testing and rating models
  • Documenting all method, model and process changes
  • Performing quantitative analyses of risk metrics data and risk parameters, such as market data and financial time series, Economic Capital, VaR and rating data
  • Assisting our IT department in implementing prototypes of the newly developed models in our production environment
  • Delivering and analyzing credit risk, market risk and stress testing reports
  • Working closely with colleagues at all corporate levels and supporting risk managers and business units in using and interpreting the new models and analyses
  • Liaising successfully with external partners

 

Your qualifications:

  • Master’s or ideally PhD degree in a quantitative field
  • Knowledge in advanced mathematics, statistics, probability theory, stochastic calculus or other quantitative disciplines as well like economics, engineering, computer science and pure physics
  • Interest in international financial markets, financial industry and risk functions
  • Good knowledge in quantification of financial products (including derivatives), market risks and credit risks would be highly beneficial
  • Good IT/data management skills and experience with relevant software packages and databases, preferably  Excel/VBA/MS Access/SQL/Matlab/SAS/C++
  • Experience in data analysis and interpretation
  • Results oriented and highly motivated
  • Analytical thinker with a keen eye for detail who works structurally
  • Excellent communication skills and fluent in verbal and written English
  • Able to work both independently and in teams
  • Add Posting Descriptions

 

Please apply online via our contact form. We look forward to learn more about you!
Your contact: Lidija Gotovac / Phone: 0049 30-78 71 25 44 / Let’s connect!

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