Quantitative Analyst (Part Time)
? Development of new rating methodologies and extended use of sophisticated statistical methods for assessing credit risk
? Data analysis on defaulted customers and modeling of recoveries
? Validation and calibration of credit risk parameters (Probability of Default, Loss Given Default, Exposure at Default settings); improvement of calibration methodologies.
? Assimilate requirements from various stakeholders to engineer effective and efficient processes
? Organize large amounts of data from inhomogeneous sources, standardize to conforming definitions and calibrate risk parameters
? Write technical documents explaining methodology and analysis framework
? Work closely with IT to migrate new and enhanced rating methodology into DB’s strategic IT environment
? Perform capital impact calculations
? Fulfill regulatory requirements related to credit risk parameter settings and expert rating models
Qualifications Skills
? Graduate degree in mathematics, statistics, physics or econometrics
? Solid background in financial mathematics
? Professional Excel, plus experience with relevant software packages, including VBA
? Experience with additional programming languages is a plus (e.g. C++, Matlab, etc.)
? Strong analytical skills proven ability to solve problems independently
? Ability to gather and analyze large amounts of data from a number of inhomogeneous data sources
? Self motivated
? Team player
? Excellent communication skills; ability to explain mathematical concepts and results in layman's terms
? Excellent written and verbal skills in English
? Ability to implement regulatory requirements and work with regulatory source documents
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