Quantitative Risk Analyst Quantitative Risk Analyst …

BSM Group
in Berlin, Berlin, Germany
Permanent, Full time
Last application, 25 May 20
competitive
BSM Group
in Berlin, Berlin, Germany
Permanent, Full time
Last application, 25 May 20
competitive
A Tier 1 Investment Bank in Berlin are looking to hire a Quantitative Risk Analyst to deliver robust risk and pricing models used for Stress Testing and CCAR.

Responsibilities:

  • Review and challenge the mathematical/theoretical soundness of the model
  • Assess the theoretical framework, implementation and performance of risk and pricing models across Stress Testing
  • Quesiton the methodologies used to generate scenarios 

Requirements:

  • Prior experience working as a Quantitative Risk Analyst or within Model Validation
  • Exposure to Monte Carlo Modelling, Stochastic Calculus or Partial Differential Equations
  • Experience using Python
  • Advanced degree in a numerical discipline

Please submit a copy of your CV for further information.

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