Manager - Quantitative Risk Management Consulting - Frankfurt
6 days left
The consultants in Frankfurt, London, New York and Zurich combine strong quantitative skills and business acumen with years of experience and a deep understanding of financial risk management.
The possibility to work on different challenging projects and is responsible for the following deliverables:
- Development of quantitative Credit Risk models (e.g. PD, LGD, EAD)
- Application of the most common approaches for segmentation, definition of default, model estimation, model performance, model calibration and model cyclicality
- Production of comprehensive high-quality technical documentation
- Management of projects and sub-projects as well as providing mentoring for consultants
- Active involvement in our market development and project acquisition activities
- Continuous expansion of your professional network
- Degree in a highly quantitative subject (e.g. physics, mathematics, computer science, economics)
- At least 4 years of relevant working experience in the financial services industry, preferably in the consulting sector
- A strong client network, networking skills thus capable of acquiring new projects
- Relevant experience in the estimation of IRB capital models
- Knowledge of EBA, PRA, ECB, CRR, Basel II, III regulatory guidance on credit risk
- Experience with modern programming languages like SAS, R, Python or SQL to perform data extraction and data quality analytics
- Strong written and verbal communication skills in English and ability to assess technical information and present key findings
- Desire to perform, natural curiosity and an ability to assimilate new skills quickly
- Flat hierarchies and an open culture that encourages learning and personal development
- A competitive salary package with additional benefits, such as company pension, health insurance and above market rate bonus structure
- Numerous projects covering a range of topics for various clients in multiple locations
- Development opportunities through mentoring, training courses and one-on-one coaching sessions
- Entrepreneurial thinking is promoted and cultivate an open feedback culture
- (Equity)Partner potential is a serious possibility
Fast-growing international consultancy that specializes in financial risk management.
Advising leading financial service companies at a strategic and operational level, simultaneously managing demanding projects and develop tailored solutions for their clients.
Consists of a flat hierarchical structure, multi-disciplinary teams and a work environment that encourages entrepreneurial thinking, which makes it an attractive employer for ambitious talent.
To attract motivated individuals who enjoy problem solving and want to develop their potential in a dynamic environment and help grow the company.
A steep learning curve is guaranteed, regular feedback sessions and individual training opportunities to strengthen your personal and professional skills.