Key Responsibilities:
* Credit Risk Assessment: Enhance existing IRB credit risk models for Probability of Default (PD) and Loss Given Default (LGD) estimation.
* Market Risk Modeling: Design, develop, and validate market risk models for internal applications, including pricing models for structured products and Value-at-Risk (VaR).
* Data Analysis: Process and analyze large datasets to support the development, validation, and testing of financial models.
About Our Client:
We are seeking a skilled Quantitative Analyst to join our client's Quantitative Research Team in a permanent, full-time position (100%). The role offers a hybrid work arrangement with flexibility and opportunities for collaboration.
Requirements:
* A degree in Mathematics, Statistics, Finance, or a related quantitative field is required.
* Proficiency in SQL, R, LaTeX, and Git is expected.
* Expertise in IRB credit risk models (PD, LGD) and market risk models is essential.
* Strong analytical skills and structured thinking are necessary, along with a passion for quantitative methodologies.
* Native-level proficiency in German is mandatory.
We appreciate your interest in this position and look forward to reviewing your application. If your qualifications meet the requirements, we will contact you directly to discuss the next steps.