Senior quantitative risk modeler (f/m/d)

Job description

Tasks

• Development and implementation of quantitative risk models for the assessment and management of market and credit risks in asset management
• Maintenance and further development of risk models from a regulatory (SST) and internal perspective
• Design and calibration of models, backtesting and automation of risk modeling processes
• Preparation, execution of calculations and co-responsibility for input data, plausibility checks, interpretation and reporting of results
• Modeling and calculation of scenarios and active participation in specialist groups, projects and committees

Requirements

• PhD or Master's degree in finance, mathematics, physics or a related quantitative field
• Several years of professional experience in quantitative risk modeling, ideally in asset management, banking or the insurance industry
• Sound knowledge of financial mathematics, statistics and econometrics with experience in modeling techniques and tools
• Extensive expertise in dealing with market and credit risks of various traditional and alternative asset classes
• Analytical mindset and an accurate and agile way of working
• Excellent skills in Python or R, Power BI an advantage
• Certifications such as FRM, PRMIA or CFA are a plus
• Fluency in German, good knowledge of English is an advantage

We offer

• An exciting and varied field of activity with creative freedom, personal initiative and professional development
• An experienced and motivated team
• Flexible working time models and home office
• A workload from 80% negotiable
• At least 25 vacation days and the option to purchase up to four additional vacation weeks
• Free subscription for your smartphone
• A half-fare travelcard
• Up to 25% discount on insurance and pension products
• A wide range of internal training opportunities and discounts at various events