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Quantitative Risk Methodology | German Investment Bank

  • Job type: Permanent
  • Location: Berlin
  • Salary: Competitive
  • Job reference: 93473947JDSN
  • Sector: Banking and Finance, Risk Management, Selby Jennings
  • Date posted: 23/03/2018
An award-winning global investment bank is currently looking for a quantitative analyst for its risk and instruments team in Berlin.  Quants from a PhD. or MSc qualified background in a mathematical or finance related subject. The successful candidate will be working in a global team across the bank’s Quant teams.

The successful candidate will likely have the following background and skill set;
  • Degree in Mathematics/ Statistics/ Engineering or equivalent quantitative background
  • High degree of analytical skills
  • English (verbal / written); German beneficial but not essential
  • Risk or quant background would be preferable but if not must have education background in risk or quantitative finance.
  • VBA,  EXCEL and Matlab is beneficial
  • Enthusiastic and keen to learn and develop a skill set in a financial setting
Personal characteristics:
  • Take essential decisions on the basis of information made available
  • Excellent writing and communication skills in English
  • Ability to work independently and flexibly within intra or inter-departmental groups
  • Ability to explain complex concepts and results in layman´s terms
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