Senior Quantitative Analyst (m/w/d), PV Verbund
Hybrid
Core
Validating and developing methods for risk assessment of supervised banks, including reporting to management bodies.
Role type
Senior quantitative analyst (risk modeling)
Builds
Risk assessment methodologies and reports for bank supervision
Domain
Banking regulation and risk management
Deliverable
production ML models
Required skills
Mathematical modeling, statistical analysis, R programming, SQL, Python, regulatory knowledge, project leadership
Responsibilities
Validate and develop risk assessment methods, create reports for management bodies, develop and maintain scripts for data analysis, review bank risk models, adapt methodologies to regulatory changes, interface with IT and authorities
