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|Sectors||UK & Regional
Credit & Risk Management
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 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 firstname.lastname@example.org for more information!
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