Quant Analyst with German

Overview

We are looking for a Quantitative Analyst / Consultant with strong analytical skills and a deep understanding of financial products, risk management, and quantitative modeling. This role requires fluency in German and the ability to work on complex financial models, risk frameworks, and regulatory requirements across various asset classes.

Key Responsibilities

• Apply technical expertise and industry knowledge to analyze and optimize financial models.
• Lead or contribute to large-scale client engagements, ensuring high-quality service delivery.
• Stay updated on market trends and regulatory developments in the financial services sector.
• Manage risks, monitor project progress, and communicate effectively with key stakeholders.

Required Qualifications & Skills

✅ Academic Background

• Bachelor's, Master's, or Ph.D. in Computational Finance, Mathematics, Engineering, Statistics, or Physics.
• 4-8 years of relevant experience in quantitative finance, risk management, or model development.

✅ Technical & Financial Expertise

• Proficiency in R, SQL, VBA, Python, Java, C++.
• Strong understanding of Monte Carlo methods, Finite Difference methods, and Stochastic Calculus.
• Experience in pricing derivatives for asset classes like fixed income, equities, credit, FX, and commodities.
• Knowledge of market risk (VaR, Stressed VaR, Expected Shortfall) and credit risk (CVA, PFE, etc.).
• Hands-on experience in model development, validation, back-testing, stress testing, and benchmarking.
• Experience with risk modeling, credit portfolio modeling, and regulatory compliance (CRR, ECB, Basel, FRTB).

✅ Regulatory & Financial Industry Knowledge

• Deep understanding of EU banking regulations and credit risk frameworks.
• Experience with Asset Liability Management (ALM), prepayment models, and volatility estimation.

✅ Project & Stakeholder Management

• Strong problem-solving and communication skills.
• Ability to translate business requirements into actionable quantitative models.
• Experience in report writing, data analysis, and project management.

Good-to-Have Skills

• Certifications: FRM, CQF, CFA, PRM.
• Experience with ETRM/CTRM systems (e.g., Calypso, SunGard, Murex, Bloomberg, RiskMetrics).
• Knowledge of AI, Blockchain, RPA, Cloud, and Microservices in finance.