Senior Quantitative Analyst (f/m)
As an independent rating agency , Scope has been analyzing and assessing assets of over € 1.2 trillion in Germany and Europe for more than ten years. The Group specialises in the rating of companies, bonds, funds and certificates. The services of the agency support more than 900 financial institutions from 18 countries in the granting of funds, selection and examination of investments and risk monitoring of their portfolios. Scope employs over 70 people at its offices in Berlin, London, Luxembourg, Stuttgart and Amsterdam. To support our team in Berlin we are looking for a
Senior Quantitative Analyst (f/m)
Start date: as soon as possible
Your responsibilities
- Research, design and implementation of best practice methodologies for quantifying credit risk of portfolios
of assets - Development, implementation, calibration and back testing/ Validation of models
- Maintenance of quantitative risk measurement models
- Model scope is: Risk Metrics and credit risk models applied to credit portfolios including (Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD) models, modeling of asset dependencies and
stress testing frameworks) - Documentation of the methodologies, process, techniques used and results for use in model validation and
regulatory review - Communicate results to the team and support intercompany education
- Direct research and statistical analysis of cohorts and time series in order to calibrate model inputs
- Research data quality and implement processes to improve the quality of inputs into the credit risk calculations
- Delivering quality validation reports
Your professional profile
- Strong Quant skills with at least 3 years experience in a risk / Credit Modelling role
- Degree in Statistics or Econometrics with advanced knowledge in probability theory, stochastic analysis,
Monte Carlo analysis - Familiar with credit risk models and Experience with model building and/ or model validation in a financial institution
- Knowledge of financial fixed income products including plain vanilla debt securities, asset backed securities
and credit derivatives - Excellent Excel/ VBA knowledge and C++ knowledge, experience with other programming environments
is a plus - You are proficient in both German and English – very good French or Spanish language skills would also
be welcome.
Your personal profile
- Along with a high degree of personal responsibility and high standards of quality, you have a strong team-oriented approach.
- You act with absolute confidence and gain the respect of both the management and the employees through your high level of social and communication skills and your quick powers of comprehension.
- You possess strong analytical skills.
We offer a varied role in a medium-sized company with over 10 years of history and interesting development perspectives. You will be part of an innovative and goal-oriented team at one of the top locations in Berlin. Scope makes quality visible.
Your contact
We look forward to learning more about you from your convincing application. Please send your documents to Ms. Maria Yasinovskaya: career@scoperatings.com, quoting the reference “Senior Quantitative Analyst “.
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