Quantitative Analyst (Credit Risk) (m/w/d)

Quantitative Analyst Credit Risk (m/w/d) at a Leading International Financial Institution

Are you passionate about developing cutting-edge quantitative models to mitigate credit risk? Explore the chance to join a prestigious International Financial Institution headquartered in Frankfurt as a pivotal member of their Group Credit Risk Management team.

Responsibilities:

• Advanced Model Development: Spearhead the enhancement of quantitative models to measure and predict credit risk, proposing innovative enhancements.
• Project Support: Contribute to credit risk quantification initiatives, with a focus on strengthening data infrastructure.
• In-Depth Data Analysis: Collect, process, and analyze extensive datasets, extracting insights crucial for strategic risk mitigation.
• Regulatory Alignment: Ensure rapid adaptation of models and processes to meet evolving regulatory standards.
• Continuous Optimization: Collaborate on refining and advancing quantitative methodologies to manage credit risk effectively.

Desired Qualifications:

• Educational Background: Degree in a business-related field with a quantitative focus (e.g., finance, mathematics, statistics).
• Quantitative Prowess: Strong background and hands-on experience in developing and refining quantitative models for credit risk assessment.
• Analytical Thinker: Proficient in evaluating diverse approaches to problem-solving, especially in a quantitative context.
• Statistical Mastery: Practical expertise in empirical methods and statistical software application.
• Data Handling: Proficient in managing and manipulating large datasets, databases, and data warehouses efficiently.
• Technical Skills: Proficiency in statistical tools (Stata, R, Python) and a strong grasp of SQL.
• Language Skills: Excellent verbal and written English.
• Adaptability: Willingness to travel on short-term assignments and adapt to varied tasks.
• Learning Drive: Active listening abilities and a keen interest in continual learning in quantitative methodologies.

What Awaits You:

• Innovative Environment: Engage in cutting-edge quantitative model development in an international, collaborative work culture.
• Empowered Role: Drive and influence critical decisions through your quantitative insights.
• Prime Location: Situated in the vibrant Bockenheim district of Frankfurt.
• Perks: Public transport job ticket and more.

This role offers an exceptional opportunity for individuals passionate about pushing the boundaries of quantitative analysis in credit risk management. Join this esteemed Financial Institution and drive innovation through advanced model development. Apply now to shape the future of credit risk strategies!