Vice President - Embedded Risk Models (gn)

BLACKBULL INTERNATIONAL GmbH; Frankfurt; Vor Ort; EUR 90.000 - 130.000; Vollzeit

Zusammenfassung

A leading global bank is seeking a Vice President - Embedded Risk Models in Frankfurt. This role involves developing quantitative models and enhancing risk assessments across various domains. Ideal candidates have 5+ years of relevant experience, strong quantitative modelling skills, and proficiency in programming languages like Python and C/C++. A Master’s or PhD in a quantitative field is required. This position offers the chance to innovate in risk management within a collaborative environment.

Qualifikationen

• 5 years of experience in front office or risk roles with a quantitative focus.
• Proven track record in developing analytical and technical solutions.
• Full professional proficiency in English; German is advantageous.

Aufgaben

• Develop and implement quantitative risk models.
• Contribute to risk quantification infrastructure enhancements.
• Conduct quantitative analyses and stress testing.

Kenntnisse

Quantitative modeling

Risk analysis

Cloud infrastructure

Object-oriented programming

SQL proficiency

Ausbildung

Master’s or PhD in a quantitative discipline

Tools

Python

C / C++

AWS

Azure

Jobbeschreibung

Overview

Vice President - Embedded Risk Models(gn)

For our client, a leading global universal bank with its European headquarters in Frankfurt, we are currently looking for a Vice President - Embedded Risk Models (gn).

Responsibilities

• Develop and implement quantitative models to support integrated risk assessment across market, credit, operational, and liquidity risk
• Contribute to the design and ongoing enhancement of the risk quantification infrastructure in close coordination with IT, ensuring performance, scalability, and compliance
• Assist in the development of cross-risk factor analyses, including stress testing and scenario modeling
• Conduct and support quantitative analysis and monitoring tests to meet the standards of independent model validation and contribute to model governance from a model owner perspective
• Work closely with global risk functions, the front office, and regulatory stakeholders
• Encourage a structured, calm, and collaborative approach to risk management across the organization
• Apply modern technologies and leverage cloud-based solutions to enhance risk analytics and system efficiency

Requirements

• Minimum 5 years of experience in front office or risk roles, with a strong quantitative focus and a proven track record in developing analytical and technical solutions for market and / or credit risk
• Advanced academic background (Master’s or PhD) in a quantitative discipline such as Finance, Mathematics, Physics, or Computer Science
• Advanced quantitative modeling capabilities in fixed income and FX derivatives
• Strong familiarity with financial products and risk metrics across multiple risk types
• Proficiency in object-oriented programming (e.g., Python, C / C++) and solid experience with SQL and database systems
• Experience with cloud infrastructure such as AWS or Azure
• Structured and calm working style with the ability to engage across teams and functions in a global environment
• Full professional proficiency in English; German is a great advantage