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Model Risk Quantitative Analyst - Frankfurt

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Salary Competitive
Type Permanent
Location
Sectors UK & Regional
Credit & Risk Management
Job Reference UK01/SJH/26055
Contact Sam Havis
Date posted 19-05-2017

A leading Financial Services institution has a Model Risk Quantitative Analytics position within their fast-growing Analytics team based in Frankfurt.
The successful candidate will be responsible for delivering a range of analytical projects, working alongside the Risk Analytics / Quant modelling teams.

Key responsibilities will include:

• Developing and validating Valuation / Pricing and Risk models for various asset classes
• Calculating regulatory risk and advising clients on the implementation of the latest regulatory guidelines such as VaR, IRC, RNIV etc.
• Working on risk management of credit products

Experience required:

• Experience within a relevant risk analytics / quantitative focused position
• A strong educational background ideally within Maths, Physics, Statistics etc.
• Strong knowledge of financial instruments and quantitative methods
• Programming skills ie C++, Python, Java

If this position is of interest to you then please contact oliver.kohn@bruinfinancial.com for more information!

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Associate Consultant