R10_DBRSRtgsGmbHSpain DBRS Ratings GmbH Sucursal en España - Spain Legal Entity
Analyst, Quant, Structured Finance Analytics (Mathematical Modelling)(m/w/x)
Full-timeWith HomeofficeExperienced
Frankfurt am Main
from 42,000 - 57,800 / year
New Job?Nejo!
Your personal AI career agent
R1R10_DBRSRtgsGmbHSpain DBRS Ratings GmbH Sucursal en España - Spain Legal Entity
Analyst, Quant, Structured Finance Analytics (Mathematical Modelling)(m/w/x)
Frankfurt am Main
from 42,000 - 57,800 / year
Full-timeWith Home OfficeExperienced
AI/ML
Data Science
Nejo AI Summary
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.
Requirements
- 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
Tasks
- 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
Education
- Master's degree
Languages
- English – Business Fluent
Tools & Technologies
- Python
- C/C++
- R
- MATLAB
- NumPy
- Pandas
- Scikit-Learn
- SciPy
- AWS
Benefits
Bonuses & Incentives
- Target bonus
Flexible Working
- Flexibility for changing needs
Modern Equipment
- Tools and resources for global engagement
Find the original job posting in its most current version here. Nejo automatically captured this job from the website of R10_DBRSRtgsGmbHSpain DBRS Ratings GmbH Sucursal en España - Spain Legal Entity and processed the information on Nejo with the help of AI for you. Despite careful analysis, some information may be incomplete or inaccurate. Please always verify all details in the original posting! Content and copyrights of the original posting belong to the advertising company.
Like this job?
BetaYour Career Agent finds similar jobs for you every day.
Not a perfect match?
- Fitch Ratings
Credit Analyst (Senior Analyst/Analyst) - NBFI(m/w/x)
Full-timeWith HomeofficeSeniorFrankfurt am Main - Solactive AG
(Senior) Vice President - Fixed Income Index Structuring(m/w/x)
Full-timeWith HomeofficeSeniorFrankfurt am Main - 0010 Deutsche Bank Aktiengesellschaft
Market Risk Strat in Group Strategic Analytics(m/w/x)
Full-time/Part-timeWith HomeofficeExperiencedFrankfurt am Main, Berlin - Deutsche Bank
Risk Methodology Senior Specialist(m/w/x)
Full-time/Part-timeWith HomeofficeSeniorFrankfurt am Main
R1R10_DBRSRtgsGmbHSpain DBRS Ratings GmbH Sucursal en España - Spain Legal Entity
Analyst, Quant, Structured Finance Analytics (Mathematical Modelling)(m/w/x)
Frankfurt am Main
from 42,000 - 57,800 / year
Full-timeWith Home OfficeExperienced
AI/ML
Data Science
Nejo AI Summary
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.
Requirements
- 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
Tasks
- 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
Education
- Master's degree
Languages
- English – Business Fluent
Tools & Technologies
- Python
- C/C++
- R
- MATLAB
- NumPy
- Pandas
- Scikit-Learn
- SciPy
- AWS
Benefits
Bonuses & Incentives
- Target bonus
Flexible Working
- Flexibility for changing needs
Modern Equipment
- Tools and resources for global engagement
Find the original job posting in its most current version here. Nejo automatically captured this job from the website of R10_DBRSRtgsGmbHSpain DBRS Ratings GmbH Sucursal en España - Spain Legal Entity and processed the information on Nejo with the help of AI for you. Despite careful analysis, some information may be incomplete or inaccurate. Please always verify all details in the original posting! Content and copyrights of the original posting belong to the advertising company.
Like this job?
BetaYour Career Agent finds similar jobs for you every day.
About the Company
R10_DBRSRtgsGmbHSpain DBRS Ratings GmbH Sucursal en España - Spain Legal Entity
Industry
FinancialServices
Not a perfect match?
- R10_DBRSRtgsGmbHSpain DBRS Ratings GmbH Sucursal en España - Spain Legal Entity
Analyst, Quant, Structured Finance Analytics (Mathematical Modelling)(m/w/x)
Full-timeWith HomeofficeExperiencedFrankfurt am Mainfrom 42,000 - 57,800 / year - Fitch Ratings
Credit Analyst (Senior Analyst/Analyst) - NBFI(m/w/x)
Full-timeWith HomeofficeSeniorFrankfurt am Main - Solactive AG
(Senior) Vice President - Fixed Income Index Structuring(m/w/x)
Full-timeWith HomeofficeSeniorFrankfurt am Main - 0010 Deutsche Bank Aktiengesellschaft
Market Risk Strat in Group Strategic Analytics(m/w/x)
Full-time/Part-timeWith HomeofficeExperiencedFrankfurt am Main, Berlin - Deutsche Bank
Risk Methodology Senior Specialist(m/w/x)
Full-time/Part-timeWith HomeofficeSeniorFrankfurt am Main