VP / AVP - Risk Model Developer VP / AVP - Risk Model Developer …

Selby Jennings
in Mitte, Berlin, Stadt, Deutschland
Festanstellung, Vollzeit
Seien Sie der erste Bewerber
Negotiable
Selby Jennings
in Mitte, Berlin, Stadt, Deutschland
Festanstellung, Vollzeit
Seien Sie der erste Bewerber
Negotiable
My client, a global financial services organization in Berlin, is looking to make hires of VP / AVP Risk Model Development Specialist. If you have a strong quantitative / mathematical background, extensive programming language skills, and experiences in Market, Credit, Financial, Treasury, Liquidity Risk space, this is a wonderful opportunity for you!

My client, a global financial services organization in Berlin, is looking to make hires of VP / AVP Risk Model Development Specialist. If you have a strong quantitative / mathematical background, extensive programming language skills, and experiences in Market, Credit, Financial, Treasury, Liquidity Risk space, this is a wonderful opportunity for you!

As a Risk Model Development Specialist, you will:

  • Develop methodologies covering complex risk areas - ALM, IRRBB, Treasury & Liquidity Risk etc.
  • Provide both qualitative and quantitative justifications for modelling choices
  • Drive the methodology changes and run complex analysis, evaluation & decision-making
  • Manage model methodology and frameworks, code models using Python and/or other programming languages
  • Develop, implement and maintain models and framework, including complex data analysis and stress testing in line with regulatory requirements

As a Risk Model Development Specialist, you should have:

  • Master's degree required, PhD preferred in Mathematics, Statistics Quantitative Finance, Economics, Econometrics, Physics or other highly quantitative disciplines
  • 4+ years of relevant / professional experience in Risk Modelling, Quants Risk, Risk Methodology, Model Development
  • Strong coding skills / experience in statistical modelling software (i.e. Python, VBA, SAS, SQL, C++, R, Matlab etc.)
  • Extensive analytical skills and quantitative background - hands-on modelling / risk methodology experience
  • Good understanding on regulatory requirements regarding internal models in Market Risk / Credit Risk / Liquidity Risk etc.
  • Ability to manage projects successfully, deliver solutions and liaise with all relevant stakeholders

If this role sounds interesting, please apply below or send me an email Happy to arrange a phone call to discuss the opportunity in more detail.

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