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.