Capital Quantitative Strategist in Group Strategic Analytics (f/m/x)
Core
Design and implement credit risk-related calculations and reporting to support capital allocation and efficiency programs within a bank's Group Strategic Analytics team.
Role type
Capital Quantitative Strategist (IC)
Builds
Capital planning models, regulatory/internal calculation frameworks, and risk reporting dashboards
Domain
Banking / Capital Management / Credit Risk
Deliverable
production ML models | dashboards & analysis
Required skills
Quantitative analysis, C++ or Python programming, Credit risk modeling, Risk Weighted Assets (RWA) management, Data modeling, Regulatory calculation implementation
Preferred skills
German language skills, Banking business/product knowledge
Technologies
C++, Python
Responsibilities
Analyze and implement regulatory and internal calculations and reporting, Build prototypes and what-if analysis for capital planning, Provide expertise in quantitative analytics and RWA management, Design incentive structures for financial resource allocation, Drive alignment across Front Office, Credit Risk Management, and Finance
Seniority
Mid-Senior, hands-on IC