VP Counterparty Credit Risk Model Developer
We are currently supporting one our fast growing clients in Germany, a very successful corporate and investment bank, on a newly created role to be based in their Berlin office. The London based Director is looking for a VP-level quants professional with a strong mathematical background to join a team focused on developing counterparty credit risk models. The team is responsible for setting credit risk limits, improving the methodology, stress testing prototypes and implementing the new models into the banks' library. The role will cover programming and analytical work as well as stakeholder management, hence a strong quantitative foundation is as important as very good communication skills.
- An academic background in mathematics, statistics, econometrics or another quantitative discipline
- A minimum of 5 years' experience in a model development or validation function within a banking or consulting business
- Good programming skills in Python, R or another language
- A very autonomous and self-motivated working style
- Very good English speaking skills
If you would like to find out more about this opportunity, please apply here or reach out to Michael Franz directly - his number is +49 30 726211403.