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.
- 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
- 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.