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A leading investment bank in Frankfurt is seeking a Quantitative Risk Manager for the CCR Portfolio. You would be responsible for validating the CCR and pricing models, whilst developing and contributing to the Counterparty Credit Risk framework to ensure smooth performance of the bank. This is an incredible opportunity to work alongside experts in the market whilst becoming a specialist in your field.
Responsibilities:
*Development of the Counterparty Credit Risk Framework and Methodology
*Validation of pricing models (capital market products and risk engine from portfolio simulation).
*Development and implementation of procedures to improve risk-reporting and stress-testing
projects
*Support the CCR processes and contribute to the continuous improvement of it
Requirements:
*Advanced degree or equivalent in a mathematical / physics / econometric field
*Minimum 3 years' experience working in the Risk Controlling or Quantitative Risk function of a
bank
*Advanced programming knowledge of Python, R or C++
*Strong knowledge of European banking regulations, and exposure to Basel III
*Fluency in German and English
Quantitative Risk Manager - Counterparty Credit Risk
- Location Frankfurt am Main
- Job type Permanent
- Salary Negotiable
- Discipline Risk Management
- Reference PR/281255_1605027853
Responsibilities:
*Development of the Counterparty Credit Risk Framework and Methodology
*Validation of pricing models (capital market products and risk engine from portfolio simulation).
*Development and implementation of procedures to improve risk-reporting and stress-testing
projects
*Support the CCR processes and contribute to the continuous improvement of it
Requirements:
*Advanced degree or equivalent in a mathematical / physics / econometric field
*Minimum 3 years' experience working in the Risk Controlling or Quantitative Risk function of a
bank
*Advanced programming knowledge of Python, R or C++
*Strong knowledge of European banking regulations, and exposure to Basel III
*Fluency in German and English