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📈 Quanteam Frankfurt sucht: Senior Experte für Quantitative Kreditrisikoanalyse
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Quanteam
Frankfurt am Main
Stichworte
Zusammenfassung
Quanteam sucht einen erfahrenen Credit Risk Modeller (Senior Quantitative Analyst) in Frankfurt am Main. Der ideale Kandidat verfügt über fundierte Kenntnisse in IRB-Modellen, insbesondere PD- und LGD-Modellen. Zu den Hauptaufgaben gehören die Entwicklung, Validierung und Pflege dieser Modelle zur Unterstützung des Risikomanagements und der Einhaltung gesetzlicher Vorschriften. Der Kandidat sollte über ausgeprägte analytische Fähigkeiten, starke Kommunikationsfähigkeiten und Erfahrung in der Code-Entwicklung (Python) verfügen.
Benefits und Qualifikationen
- Fundierte Kenntnisse in IRB-Modellen (PD, LGD)
- Erfahrung in der Entwicklung von Python-Code
- Starke Kommunikationsfähigkeiten
Stellenausschreibung
Non-disclosed Frankfurt am Main, Germany
Seeking a highly skilled and experienced Credit Risk Modeller to join our dynamic team. The ideal candidate will have a deep understanding of Internal Ratings-Based (IRB) models, specifically Probability of Default (PD) and Loss Given Default (LGD) models. As a Credit Risk Modeller, you will play a pivotal role in developing, validating, and maintaining these critical credit risk models to support our organization's risk management and regulatory compliance efforts.
Key Responsibilities:
- Conduct regular statistical analyses such as risk analytics, default risk modelling and other similar tasks.
- Communicate the results of analyses clearly, including to senior management, in a way which adds significant value to business decisions.
- Design and implement the calibration and backtesting methodologies and support the Risk Systems teams responsible for the corresponding production processes
- Produce documentation to ensure replication of results and fulfil governance requirements
- Review existing strategies and practices, understand business problems and working with colleagues to scope out and deliver relevant analysis and modelling through to implementation.
- Develop within the team’s common Python code base.
- Assess the theoretical assumptions of models, ensuring they are fit for purpose
Requirements:
- Fluent German
- Good understanding of quantitative finance and related risk issues including derivative principles, option valuation, probability and statistics; coupled with a strong practical, and business focused, approach to modelling, valuation and risk management
- Experience from IRB (PD, LGD) models
- Strong communication skills
- Educational background within a highly quantitative subject (mathematics, quantitative finance, operational research, science, engineering or similar)
- Attentive to detail, striving to achieve deep understanding and top of class implementation.
- Experience of code development (including Python)
- Strong knowledge of risk management best practice.
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