Quantitative Risk Analyst/Developer for OTC derivatives and Bond Markets ( f/m/d)

View profile Quantitative Risk Analyst/Developer for OTC derivatives and Bond Markets ( f/m/d) Your responsibilities:

• Develop and strengthen our model development and model risk management function
• Conceptual design and maintenance of data-, valuation-, and risk-models as well as their calibration
• Use and develop our model prototype (python) in order to independently assess, quantify, and document the performance of models
• Communicate valuation and risk model related matters to internal as well as external stakeholders and regulatory bodies
• Contribute subject matter expertise on pricing and risk models to projects
• Analyse and translate regulatory requirements (for example EMIR, MaRisk) into quantitative modelling approaches to ensure ongoing compliance of the clearing house

Your profile:

• M.Sc. or PhD in a quantitative discipline (Econometrics, Mathematics, Physics, Financial Engineering, or any other comparable field)
• At least 3 years of hands-on experience in risk management, pricing/ risk model prototyping, or handling of financial instruments with a quantitative focus
• Know-how of products in the rates derivatives or Repo / Bond markets
• Experience in Python or similar programming languages is required
• Excellent analytical and problem solving as well as communication skills
• Proficiency in written and spoken English; additional German language skills will be an asset Required Cookies

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