A top global investment bank has developed a new function covering modelling and quantitative risk across all related functions in the bank. recruitment
The role is ideal for any one from a quantitative background looking to work in a Bank where they can develop their career and skill set to work within a leading financial institution. The bank is looking to develop this newly created function in Berlin and is interested in seeing the best academic candidates from a background in credit risk or quantitative modelling.
The role will involve working with all areas of quantitative analysis and risk within the bank globally with a focus on project work in developing and implementing new models into teams across the main financial hubs.
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 C++ is a must
• Enthusiastic and keen to learn and develop skill set in a financial setting
Please send all applications to risk@selbyjennings.com