Gewünschtes Eintrittsdatum: ab sofort
Anstellungsart: (Young-) Professional
Veröffentlicht am: 30. April 2019
Our client is a leading universal bank, a global Player, innovative and Always one step ahead of market requirements. The Quant-Team in Berlin develops and validates internal and regulatory risk management models, for example rating systems, stress testing and capital modelling. Main focus will be on providing a central Validation service for full revaluation methodologies for re-pricing trades across scenarios. This task requires deep understnading of mathematical models and implementation methods used, the products traded and the associated risks that are inherent in the market representation of the products.