Senior Manager - Quantitative Risk Methodology
Location: Frankfurt / Dรผsseldorf
My client is a fast growing consultancy that supports financial services and other businesses from various sectors in quantitative risk methodology, on financial modelling and transaction consulting. The company is looking to hire a new Senior Manager to lead projects, develop new business cases and work directly with the existing clients.
Tasks:
- Quantitative Projects: Credit risk models development and validation, quantitative risk management, data analysis, development of financial risk methodology, consulting on financial modelling and transaction services.
- Using artificial intelligence/machine learning methods to identify risk parameters (PD/LGD).
- Consulting focus on financial services and industry clients.
- Close cooperation with teams from other risk management, finance, M&A and data science departments.
- Managing and developing new projects and business cases.
Requirements:
- 5 + years of professional experience in a banking/consulting environment.
- Development and validation experience of PD/LGD models and rating systems.
- Knowledge in Basel III and CRR regulatory requirements.
- ECL calculation according to IFRS 9 and risk-bearing capacity (ICAAP) knowledge.
- A quantitative degree (mathematics, physics, computer science or similar), ideally with a focus on statistics.
- Deep knowledge of Excel (including VBA) and at least one other programming language (Python, R and/or C++).
- Experience in the application of artificial intelligence methods is preferred.
What our client can offer:
- Great projects in which you can expand your skills and gain valuable knowledge.
- A diverse international team with great colleagues.
- Transparent cooperation with flat hierarchies.
- Internal and external training, health management, modern equipment, etc.
For further information please apply here - or call Karim Alrawas at 030726211432