Quantitative Risk Specialist - Market Risk Analysis and Control
€75,000 | Berlin | Permanent
Posted 9 days ago
Working closely with our Tier 1 Investment Banking Client based in Germany, we are searching for Quantitative Market Risk Analysts to join their Risk division located in Berlin. Specifically working in Market Risk Analysis & Control, as part of the portfolio team.
You'll be controlling and managing all market risks within the Bank, including the banking book, trading book and off balance sheet, ensuring they are in line with the risk appetite of the Bank.
You'll be responsible for protecting the Bank, with group-wide responsibility for the management and control of Risks, optimising the risk-reward relationship whilst not exposing the Bank to unacceptable losses. Further to this, you'll be working on the production of all the market risk metrics at group level. This includes, stress testing, SVaR, VaR, Economic Capital and RWA.
* Quantitative analysis of the risk metrics aforementioned
* Data processing by the means of collecting information, and processing this for decision making
* Developing and improving processes and analyses
* Stress testing trading portfolios
* Analysing scenarios data and key market risk exposures across classes of assets, as well as data inputting to the models
* Managing international scale projects in line with the tasks assigned
* Relationship building with Risk colleagues in London, Frankfurt and Asia
Education & Desirable skills:
* Masters and/or PhD in a relevant degree
* Methodological expertise
* Market Risk experience
* Proficiency with statistics and financial mathematics
* Knowledge of key risk measures and EC and regulatory models
* Programming proficiency in Excel, VBA or ideally Matlab, R or Python
* Fluent English
InterQuest Group is acting as an employment agency for this vacancy. InterQuest Group is an equal opportunities employer and we welcome applications from all suitably qualified persons regardless of age, disability, gender, religion/belief, race, marriage, civil partnership, pregnancy, maternity, sex or sexual orientation. Please make us aware if you require any reasonable adjustments throughout the recruitment process.