Onsite Risk Methodologist

Posted 2 hours ago

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About the role

  • Risk Methodologist analyzing and validating structured financing models for LBBW. Working with a team to support new product introductions and risk modeling strategies.

Responsibilities

  • Support the introduction of new products in the context of structured financings
  • Analysis, prototype implementation, and validation of models for valuing complex securitization structures
  • Design of how new product structures are incorporated into market risk models
  • Participation in the bank's new-product process, working closely with front-office quants and risk management
  • Regular validation of valuation functionalities across the structured financing product range

Requirements

  • Degree with a strong quantitative focus, such as Mathematics, Statistics, Data Science, Natural Sciences, or Economics
  • Professional experience with valuation models for financial derivatives and the capital markets
  • Experience in modeling and valuation of securitization structures
  • Familiarity with common programming languages such as Python or C#, and SQL
  • Strong analytical skills, a high degree of personal responsibility, and the ability to work effectively in a team
  • Openness to new challenges

Benefits

  • High-performing team
  • Open working culture
  • Challenging responsibilities

Job title

Risk Methodologist

Job type

Experience level

Mid levelSenior

Salary

Not specified

Degree requirement

Bachelor's Degree

Tech skills

Location requirements

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