Join the team as a Capital Quantitative Strategist and be responsible for designing and implementing credit risk related calculations and associated reporting. Your key responsibilities will include analysis and implementation of regulatory and internal calculations and reporting, building prototypes and what-if analysis for capital planning purposes, and providing expertise in quantitative analytics and management of Risk Weighted Assets (RWA).
Requirements
- Strong quantitative and analytical skills
- Excellent computing and programming skills, including C++ or Python experience
- Understanding of banking businesses and products or accounting rules
- Good experience with credit risk and associated reporting
- Experience with data models and designing new calculation processes
- Good interpersonal skills with the ability to partner and collaborate with various teams
- Excellent written and verbal communication skills in English
- German language skills are a significant advantage
Benefits
- Emotionally and mentally balanced through consultation in difficult life situations and mental health awareness trainings
- Physically thriving through health check-ups, vaccination drives, and advice on healthy living and nutrition
- Socially connected through PME family service, FitnessCenter Job, and an extensive culture of diversity, equity and inclusion
- Financially secure through pension plans, banking services, company bicycle, and 'Deutschlandticket'
