Our client, an international investment bank in Frankfurt, is looking for a Market Risk Modeler. The successful candidate would join a team of three colleagues as well as an international structure of Risk experts. Main focus for the first 12-24 months will be on improvement of the IMA model, but also partially other risk models (ICAAP, Credit Risk), whilst considering current regulations such as Basel III, SREP, CRR, CRD. After the first period of working preliminary on IMA, the scope is going to broaden.
• Experience in risk modeling or risk controlling (this role can be either Associate or Vice President level), experience in the Internal Model Approach (IMA) is essential
• Ideally programming skills in Python, VBA or similar languages
• Sound understanding of financial products is a plus
• Great interpersonal skills, fast thinker, team fit
If you are interested in this position please send me your resume and transcripts via email and let’s schedule a call or a personal meeting.
Options Group (Germany) GmbH