Quantative Analyst

Venquis; Deutschland; Hybrid; EUR 50.000 - 90.000; Vollzeit

Zusammenfassung

A leading company in financial services seeks a Quantitative Analyst to develop models for credit risk assessment and asset valuation. The role requires collaboration with cross-functional teams and offers a hybrid work environment with competitive benefits.

Leistungen

Competitive benefits including pension schemes

Opportunities for professional development

Health support

Work-life balance initiatives

Qualifikationen

• University degree in a quantitative field (Master’s or PhD preferred).
• Experience in model development or quantitative risk management.
• Proficiency in relevant programming languages.

Aufgaben

• Develop and calibrate credit risk and valuation models.
• Perform data analysis and scenario simulations.
• Support stress testing and scenario analysis.

Kenntnisse

Analytical skills

Statistical skills

Programming (Python, R, SAS)

Ausbildung

Master’s or PhD in Mathematics, Statistics, Physics, Economics

Jobbeschreibung

Quantitative Analyst (m/f/d)
Location: Germany | Hybrid (Remote & On-site)
Department: Risk Management / Quantitative Analytics
Employment Type: Full-time | Permanent

Role Overview
As a Quantitative Analyst, your primary responsibility is to develop, enhance, and maintain models used for credit risk assessment, asset valuation, and portfolio management within a real estate lending context. You will work closely with cross-functional teams in risk management, finance, and IT to ensure data-driven decision-making, regulatory compliance, and methodological soundness.

Key Responsibilities

• Develop and calibrate credit risk and valuation models in accordance with internal policies and regulatory frameworks

• Perform data analysis and scenario simulations to support portfolio steering and capital planning

• Contribute to the model validation process, including documentation and audit readiness

• Collaborate with internal departments to implement models into productive environments and monitor ongoing performance

• Evaluate and enhance methodologies for risk classification, default probability, and loss-given-default estimates

• Support stress testing and scenario analysis for internal and regulatory purposes

Qualifications

• University degree (Master’s or PhD preferred) in Mathematics, Statistics, Physics, Economics, or a related quantitative field

• Solid experience in model development or quantitative risk management, ideally within a financial services or real estate lending context

• Proficiency in programming languages such as Python, R, or SAS

• Strong analytical and statistical skills, with a structured and detail-oriented mindset

• Familiarity with regulatory standards (e.g. Basel III/IV, EBA guidelines) is a plus

• Effective communication skills and the ability to present complex concepts to non-technical stakeholders

What You Can Expect

• A collaborative environment that supports innovation and long-term thinking

• Hybrid working model with flexibility to combine remote and on-site work

• Opportunities for professional development and further training

• Competitive benefits including pension schemes, health support, and work-life balance initiatives

Venquis is acting as an Employment Business in relation to this vacancy.