Quantitative Credit Risk Analyst (m/f) – Structured Credits

Categories: Risk Management / 2. Dezember 2014 / Experience: 7-10 Years / Industry: Financial Services /
  • Permanent
  • Berlin, DE
  • Diese Position wurde vergeben

Job Category : Risk Management

Job Industry  :  Financial Services

Our client is a privately owned investment research company, specializing in the analysis of corporates, financial institutions and structured finance transactions. As they are currently expanding their team in Berlin, they are looking to hire an experienced Quantitative Credit Risk Analyst (m/f) for their Structured Finance departement.


  • Design and implementation of tools for quantitative credit risk modelling and pricing for loans, CDS and structured credit products
  • Quantitative research and calibration of parameter for risk & pricing models (e.g. spreads, betas, PDs, LGDs, EADs)
  • Assembling of data and preparing written and oral presentations to management
  • Assistting in the collection and analysis of data dealing with a wide range of issues relating to structured finance transaction


  • PhD or MS degree in Math, Finance, Physics, Computer Science, Engineering, Econometrics or similar.
  • Solid understanding of probability theory, stochastic processes, PDEs, and numerical methods
  • Knowledge of structured products, such as RMBS, CMBS, ABS, CDO/CLO and CDS is a must
  • Understanding of bond math, ABS cashflows, prepayment/defaults, statistics, etc is a must.
  • Excellent analytical and problem solving abilities.
  • Strong C++ coding experience
  • Excellent written and verbal communication skills
  • High degree of self-confidence and very good social and communication skills
  • Proficient in English, German is nice to have

Please visit Risk Management Jobs for more information and career opportunities.