Counterparty Credit Risk Quantitative Analyst # 104314

We Offer
The Risk Division is a highly visible, dynamic area of the firm where you can be an integral part of the decision making that supports the bank's business. Our responsibilities range from Enterprise Risk management to risk and finance reporting, and regional risk teams covering the risk management for our entities. The Risk division's long-term success depends on our ability to achieve our vision and fulfill our mandate. Ultimately, this depends on the skills, experience and engagement of our employees. We offer a collaborative and entrepreneurial environment that offers direct contact with senior management and encourages leadership at all levels.
  • The opportunity to work in a dynamic and innovative team
  • A challenging role in developing quantitative models for risk measurement and monitoring of financial collaterals and exposure
  • contribution to the risk assessment of new business and lead key strategic initiatives development
  • Risk modeling of different asset classes and products
  • Querying and empirical analysis of large amount of financial data
  • Programming of model prototypes
  • Collaboration with business partners globally and cross-functionally
  • Cooperation with IT and project management for IT-implementation of risk models
  • Supporting risk management units in model related questions and ad-hoc queries

Open to discussing flexible/agile working.

You Offer
  • A master's degree or Ph.D. in Mathematics, Finance, Econometrics,
    or similar fields - or equivalent work experience
  • Credit risk experience
  • Practical work experience in a similar function within a financial institution
  • Good programming skills in e.g. R, Matlab, Python SQL, VBA, C#
  • Excellent MS-Office
  • Organized personality with attention to details
  • Flexibility and the ability to work under pressure
  • Excellent analytical skills, especially with regards to financial analysis
  • Strong communication and presentation skills
  • Fluency in English, any other European language is a plus