- Location: Frankfurt - Germany
- Salary(€) Basic + bonuses
- Posted March 14, 2023
- Employment Type Permanent
- Sector Quantitative Finance
- Job Reference JV_3231
Are you passionate about quantitative and regulatory subjects (modelling, model validation, calibration, quantification, stress testing, IFRS9, basel etc?) ? About new problematics linked to climate change and ESG? Are you specialised in Credit Risk ? Would you like to join one of the international leading firms ?
Our client, a consulting firm, based in Frankfurt, is looking for a Quantitative Analyst to join a team in charge of credit risk. You will join a team that evolved on a large variety of subjects (modeling, model validation, Stress Testing, PD, LGD, EAD, CCF, IRB, IFRS9, etc.).
– Credit risk modelling in the context of the new regulatory requirements for banks (Basel 2, 2.5 and 3),
– Critical review of methodologies used in regulatory calculations,
– Definition and modelling of target indicators for credit risk monitoring,
– Back testing and stress testing of internal models,
– ESG : quantify climate risks,
– 5 years of higher education in engineering or university (specialisation: finance, applied mathematics, statistics, econometrics, etc.). It can be a candidate with a computing background but must have the quantitative approach
– 3 years +of experience in a quantitative position (modelling, development or models validation) in credit risk,
– Proficiency in SAS, R or Python,
– Fluency in English is essential,
– Very good communicator, rigorous and adaptable.
Interested in learning more? Please contact me!