Quantitative Risk Model development VP (m/f/d)
Our client, a leading global financial services provider, is seeking an experienced Risk Model Developer to join their Group Strategic Analytics team in Berlin. As a member of this team, you will be responsible for developing and managing risk valuation models to support the efficient resource allocation, managing the risk appetite, and credit decisions in the day-to-day business process.
For the Role as Quantitative Risk Model development VP, your key responsibilities will include:
- Developing and implementing new B/PPNR estimation approaches under Base and Stress scenarios.
- Leading the model development engagement with the lines of business and representing RM in model development activities with the model stakeholders.
- Executing modeling work within the TMA modeling infrastructure, checking the feasibility of implementation approaches with Information Technology and Operations, and proposing advances in model design and data analysis.
- Building relationships in close interaction with leaders and senior executives of a global financial institute, as well as senior members from the various lines of business, Treasury, Finance, Risk, and Model Risk Management.
- Transferring your specialist know-how to more junior modeling teams as well as guiding and assisting them with the model development narrative.
The ideal candidate should possess:
- A relevant university degree (Master or PhD) in a quantitative discipline with a programming concentration (e.g., Economics, computer science, applied statistics / mathematics, engineering, operations research, etc.).
- At least five years of relevant professional experience in a coding and modeling discipline.
- Very strong quantitative background, extensive analytical skills, and ability to efficiently solve problems independently and proactively.
- Very strong quantitative skills, including experience in linear and/or non-linear, generalized linear mixed models, PCS & Factor analysis, state space models, panel data analysis, etc.
- Very strong programming skills, including proficiency in R, Python or other programming languages, SQL, and data visualization methods suitable for large amounts of data from inhomogeneous data sources.
- Strong relationship management skills, including the ability to collaborate with multiple business partners and colleagues to challenge the status quo, influence appropriately, and partner on developing solutions whilst executing against tight timelines.
- Excellent communication and presentation skills in English, able to explain mathematical/statistical concepts and results to various stakeholders.
This is a challenging and rewarding opportunity for someone who is passionate about working in the field of risk management and wants to join a leading global financial services provider.
Our client offers a mature feedback culture and a wide range of options to balance the requirements of the workplace with personal and family needs.
If you are interested in this opportunity and meet the above qualifications, please apply with your updated resume and cover letter.
For further Information you always contac:
Antonia von der Decken
Phone: +49 30 166390125