Accessibility Links

Senior Model Risk Quant

  • Job type: Permanent
  • Location: Frankfurt am Main, Hessen
  • Salary: Competitive
  • Job reference: 450223/001_1560324079
  • Sector: Selby Jennings, Risk Management
  • Date posted: 12/06/2019


- Assess and quantify model risk due to model limitations in order to inform stakeholders of their risk profile and development of compensating controls.
- Provide effective challenge to model assumptions, mathematical formulation, and implementation.
- Manage stakeholder interaction with model developers and business owners during the model life cycle.

Skills and Experience Required:

- Minimum of a master's or PhD in Mathematics, Computer Science, Physics, or Engineering.
- At least 7 years of work experience within model development or validation, ideally within Counterparty Credit Risk and Market Risk.
- Strong knowledge of calculus, numerical Analysis, Statistics, and Linear Algebra.

What this Job Offers You:

- Global market knowledge.
- Opportunity to work for a renowned American bank based in Frankfurt.
- Great opportunity to learn and grow from opportunities from both a technical and leadership perspective.
- Competitive compensation.

Similar jobs
Credit Risk AVP, Energy House
  • Job type: Permanent
  • Location: Singapore
  • Salary: S$60000 - S$96000 per annum + Competitive Salay and Benefits
  • Description Our ideal candidate for this Credit Risk role should have at least 5 years of experience in Credit Risk, Credit Analysis or a related Risk field and candidates who have experience in Oil and Energy
Head of Enterprise Risk
  • Job type: Permanent
  • Location: New York
  • Salary: benefits
  • Description Reporting to the Chief Risk Officer, the Head of Enterprise Risk will be responsible for running the bank's ERM framework in efforts of identifying, analyzing, and providing guidance on enterprise
VP - Fraud Risk Manager
  • Job type: Permanent
  • Location: New York
  • Salary: US$150000 - US$175000 per year
  • Description A Global Investment Bank is looking to bring on a senior manager to their Fraud Risk team in New York. This is a second line position which will be reporting directly to the firms Head of Fraud Risk
Risk Analyst - VP
  • Job type: Permanent
  • Location: Singapore River
  • Salary: Competitive
  • Description Our client is a leading international commodities firm with strong presence in Asia. We are hiring a Market Risk person for a role in Singapore. This Risk role will work with the Head of Risk to
Mid-Level FCM Commodity Risk Manager
  • Job type: Permanent
  • Location: Chicago, Illinois
  • Salary: Competitive
  • Description A leading international Brokerage firm is building out their Chicago presence, and looking for an experienced market risk manager to join their team! This is a high exposure role