Not specified; not specified; best in class leave ...
Python or c++ development experience
Applied econometrics expertise
Market risk model methodology development
The role focuses on developing model methodology and implementing production applications for Market Risk and Capital calculation within the Group Strategic Analytics unit
Job Summary
The role focuses on developing model methodology and implementing production applications for Market Risk and Capital calculation within the Group Strategic Analytics unit.
Candidates will collaborate with London, New York, and Berlin teams to address regulatory-driven projects and remediate findings against Historical Simulation models.
The position offers comprehensive benefits including gender-neutral parental leaves, 100% childcare reimbursement, and sponsorship for industry-relevant certifications.
Matching Summary
The role focuses on developing model methodology and implementing production applications for Market Risk and Capital calculation within the Group Strategic Analytics unit.
Salary
Not specified; Not specified; Best in class leave policy; Gender neutral parental leaves; 100% reimbursement under childcare assistance benefit
Skills & Requirements
Must-have
Python or C++ development experience
Applied econometrics expertise
Market Risk model methodology development
FRTB VaR Stress Testing knowledge
Strong background in Engineering or Statistics
Nice-to-have
CQF or FRM certification preferred
Experience with derivatives pricing
People management capabilities
Collaboration with global teams
Knowledge of economic capital models
Key Requirements
Degree in Engineering, Science, Economics, or Statistics
Hands-on development skills in Python or C++
Prior exposure to finance and risk management subjects