Quantitative Risk Manager, Alternatives

Stellenbeschreibung:

Our client offers a unique working environment that combines the best of both worlds: the stability and security of an established firm with over 25 years of market presence, alongside the innovation, flexibility, and agility of a start-up culture.

YOUR RESPONSIBILITIES:

Design and development of Probability of Default (PD) , Loss Given Default (LGD) , and Exposure at Default (EAD) models in compliance with regulatory requirements (Basel).
Application of advanced statistical and machine learning techniques for model estimation, calibration, and validation.
Performing data extraction, cleansing, and analysis using tools such as SAS, R, Python, or SQL .
Development of robust data pipelines for model development.
Presenting model methodologies, results, and recommendations to stakeholders in a clear and concise manner.
Leading and managing end-to-end model development projects, ensuring timely delivery and high-quality outcomes.

YOUR PROFILE:

Master’s or PhD in a quantitative field such as Mathematics, Statistics, Economics, Physics, or Computer Science .
Minimum of 3-5 years of experience in developing IRB models or other credit risk models within the financial services industry.
Proficiency in programming languages such as Python, R, SAS, or SQL .
Strong written and verbal communication skills in German and ability to assess technical information and present key findings.
Desire to perform, natural curiosity, and an ability to assimilate new skills quickly.

WHY THIS ROLE?

A collaborative and innovative work environment that fosters professional growth.
The opportunity to work with leading financial institutions on high-impact projects.
Competitive compensation and benefits tailored to attract top talent.
Flexibility to work in a hybrid or remote setup.