Quantitative risk manager | Incremental Risk – Germany recruitment
A leading German investment bank are looking to bring in an quantitative risk manager as a key hire before year end.
My client has created a new role for a quantitative risk manager responsible for directing the analytic and modeling support for Trading Banking Book Market Risk. The successful candidate will be responsible for leading the development of new trading and market risk models that will be required under Basel II rules, particularly the Comprehensive Risk Measure and Incremental Risk Charge.
The bank is head quartered in Frankfurt and is German speaking so German fluency is essential.
The successful candidate is likely to have the following:
- 2-4 years experience within risk.
- Fluent in German both written and spoken.
- Masters or equivalent in a quantitative discipline: Math / Economics / Financial engineering
- Demonstrated ability to concurrently manage several large-scale analytic/modeling projects
- Keen attention to detail and ability to clearly communicate technical subject matter to senior management
- Fundamental understanding of micro and macroeconomic concepts
- Advanced understanding of Basel II
- Solid interpersonal skills to support required interactions with various business partners
- Ability to work under pressure and manage time and deliverables in a fast paced environment
Please send all applications to risk@selbyjennings.com
November 30, 2011
• Tags: Germany. recruitment, Quantitative risk manager | Incremental Risk, Risk Management careers in the Germany • Posted in: Financial