Senior Quantitative Risk Analyst

  • Location: Berlin, Germany
  • Salary: Competitive
  • Organization: Online Bank

Our client, a fast growing  online Bank looking for a Senior Quantitative Risk Analyst. To be based in Berlin.

Job Responsibilities:

  • Responsibilities include analyzing data for use in modeling as well as developing, validating, documenting, and implementing Basel III PD, LGD, and EAD models for the Bank’s commercial and retail portfolios.
  • The candidate t is also responsible for ensuring models are consistent with the Bank’s risk management policies, procedures and practices by interfacing with staff in portfolio risk management, management reporting, external reporting, model validation and audit teams.
  • The candidate will communicate statistical models to stakeholders within and outside the Bank. Key deliverables include written reports, oral and written presentations, and written and commented code.

Your Profile:

  •  Master degree a quantitative discipline (e.g. Economics, Finance, Mathematics, Statistics) with at least 5 years relevant experience building, documenting or validating Basel III A-IRB regulatory credit risk capital models at a financial institution, consulting firm, or related regulatory agency (e.g. Office of Comptroller of Currency, Federal Reserve)
  • Experience working with large datasets and building or validating advanced statistical models (including regression and classification models)
  • Ability to build strong relationships with a wide range of individuals from risk, finance, model validation, technology, and regulators  Strong analytical and problem solving skills, coupled with thoroughness and attention to detail
  •  Strong oral and written communication skills
  •  Ability to work independently and proactively take the initiative to address issues in a timely manner
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