Quantitative Risk Analyst Quantitative Risk Analyst …

BSM Group
in Berlin, Berlin, Germany
Permanent, Full time
Last application, 28 May 20
Competitive
BSM Group
in Berlin, Berlin, Germany
Permanent, Full time
Last application, 28 May 20
Competitive
My client are an Investment Bank expanding their global Quantitative Risk function in Berlin. They are looking to hire a Quantitative Risk Analyst to join their Model Validation function.

Responsibilities:

  • Validation of rating methodologies and credit risk models, such as PD, LGD or EAD
  • Assess the theoretical assumptions of the models and identify model weaknesses
  • Extensive use of sophisticated data analysis, including machine learning techniques to build benchmark models
  • Discussion of validation results with internal and external stakeholders
  • Assurance of Model Risk Management requirements, e.g. SR11-07 validation standards

Requirements:

  • Advanced degree in a numerical discipline (e.g. Statistics/Economics/Mathematical Finance)
  • Experience using statistical packages such as R, SAS and Python
  • Experience with credit risk models such PD, LGD, EAD, CCF
  • Business fluent written and verbal skills in English

Please submit a copy of your CV for further information.​

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