Experte Marktpreisrisiko (m/w/d)
Core
Measuring, analyzing, and monitoring interest rate change risk and mortgage-specific risk; developing and implementing risk models.
Role type
Market price risk expert (quantitative risk control)
Builds
Risk models and measurement frameworks for mortgage financing
Domain
Banking / Mortgage financing / Quantitative risk management
Deliverable
production ML models
Required skills
Interest rate risk modeling, mortgage risk modeling, regulatory compliance, statistical programming (R, SAS, Python), complex Excel calculations, project leadership
Preferred skills
None stated
Technologies
R, SAS, Python, Excel
Responsibilities
Measure, analyze, and monitor interest rate change risk and mortgage-specific risk; validate and develop risk models and valuation methods; design, parameterize, and implement risk models; lead and coordinate projects for risk measurement and management development