Dein persönlicher KI-Karriere-Agent
Analyst, Quant, Structured Finance Analytics (Mathematical Modelling)(m/w/x)
Building credit risk models and analytical tools for fixed income research. Master's degree in math, engineering, or physics required. Target bonus and flexible working arrangements.
Anforderungen
- Master’s degree in mathematics, engineering or physics
- Up to 2 years investment research/rating agencies experience
- Emphasis on fixed income research/analysis
- Emphasis on credit modelling
- Knowledge of probability theory
- Knowledge of numerical analysis
- Knowledge of stochastic calculus
- Knowledge of numerical methods (integration, Monte Carlo, root-finding, optimisation)
- Coding skills in Python, C/C++ or R/MATLAB
- CQF certification
- Exposure to Python packages (NumPy, Pandas, Scikit-Learn, SciPy)
- Ability to perform rigorous data analysis
- Analysis on large datasets
- Experience developing applications on cloud (AWS preferably)
- Understanding of business and technical requirements
- Ability to serve as conduit between departments
- Familiarity fixed income
- Familiarity structured finance
Aufgaben
- Build models and analytical tools for credit risk assessment
- Execute proprietary research for statistical credit rating models
- Develop factor and predictive models for various asset classes
- Apply statistical and mathematical modelling to credit rating methodologies
- Maintain and enhance Python and R libraries for model building
- Leverage structured and unstructured datasets to create Quant frameworks
- Design and develop Analytics-based solutions for information management
- Participate in analyst conversations to understand ongoing issues
Ausbildung
- Master-Abschluss
Sprachen
- Englisch – verhandlungssicher
Tools & Technologien
- Python
- C/C++
- R
- MATLAB
- NumPy
- Pandas
- Scikit-Learn
- SciPy
- AWS
Benefits
Boni & Prämien
- Target bonus
Flexibles Arbeiten
- Flexibility for changing needs
Moderne Technikausstattung
- Tools and resources for global engagement
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Analyst, Quant, Structured Finance Analytics (Mathematical Modelling)(m/w/x)
Building credit risk models and analytical tools for fixed income research. Master's degree in math, engineering, or physics required. Target bonus and flexible working arrangements.
Anforderungen
- Master’s degree in mathematics, engineering or physics
- Up to 2 years investment research/rating agencies experience
- Emphasis on fixed income research/analysis
- Emphasis on credit modelling
- Knowledge of probability theory
- Knowledge of numerical analysis
- Knowledge of stochastic calculus
- Knowledge of numerical methods (integration, Monte Carlo, root-finding, optimisation)
- Coding skills in Python, C/C++ or R/MATLAB
- CQF certification
- Exposure to Python packages (NumPy, Pandas, Scikit-Learn, SciPy)
- Ability to perform rigorous data analysis
- Analysis on large datasets
- Experience developing applications on cloud (AWS preferably)
- Understanding of business and technical requirements
- Ability to serve as conduit between departments
- Familiarity fixed income
- Familiarity structured finance
Aufgaben
- Build models and analytical tools for credit risk assessment
- Execute proprietary research for statistical credit rating models
- Develop factor and predictive models for various asset classes
- Apply statistical and mathematical modelling to credit rating methodologies
- Maintain and enhance Python and R libraries for model building
- Leverage structured and unstructured datasets to create Quant frameworks
- Design and develop Analytics-based solutions for information management
- Participate in analyst conversations to understand ongoing issues
Ausbildung
- Master-Abschluss
Sprachen
- Englisch – verhandlungssicher
Tools & Technologien
- Python
- C/C++
- R
- MATLAB
- NumPy
- Pandas
- Scikit-Learn
- SciPy
- AWS
Benefits
Boni & Prämien
- Target bonus
Flexibles Arbeiten
- Flexibility for changing needs
Moderne Technikausstattung
- Tools and resources for global engagement
Gefällt dir diese Stelle?
BetaDein Career Agent findet täglich ähnliche Jobs für dich.
Über das Unternehmen
R10_DBRSRtgsGmbHSpain DBRS Ratings GmbH Sucursal en España - Spain Legal Entity
Branche
FinancialServices
Noch nicht perfekt?
- R10_DBRSRtgsGmbHSpain DBRS Ratings GmbH Sucursal en España - Spain Legal Entity
Analyst, Quant, Structured Finance Analytics (Mathematical Modelling)(m/w/x)
Vollzeitmit HomeofficeBerufserfahrenFrankfurt am Mainab 42.000 - 57.800 / Jahr - Fitch Group Inc P
Associate Director or Director level - Risk Enhanced Analytics(m/w/x)
Vollzeitmit HomeofficeSeniorFrankfurt am Main - Fitch Ratings
Credit Analyst (Senior Analyst/Analyst) - NBFI(m/w/x)
Vollzeitmit HomeofficeSeniorFrankfurt am Main - Solactive AG
(Senior) Vice President - Fixed Income Index Structuring(m/w/x)
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