My client are an Investment Bank expanding their global Quantitative Risk function in Berlin. They are looking to hire a Quantitative Risk Analyst to join their Model Validation function.
- Validation of rating methodologies and credit risk models, such as PD, LGD or EAD
- Assess the theoretical assumptions of the models and identify model weaknesses
- Extensive use of sophisticated data analysis, including machine learning techniques to build benchmark models
- Discussion of validation results with internal and external stakeholders
- Assurance of Model Risk Management requirements, e.g. SR11-07 validation standards
- Advanced degree in a numerical discipline (e.g. Statistics/Economics/Mathematical Finance)
- Experience using statistical packages such as R, SAS and Python
- Experience with credit risk models such PD, LGD, EAD, CCF
- Business fluent written and verbal skills in English
Please submit a copy of your CV for further information.