Senior Quantitative Analyst (m/f/d)

Validation and development of methods for risk assessment of the banks to be monitored including reporting in management bodies (including rating procedures, LGD models, portfolio risk models, NFR models, stress testing) In the event of sufficient qualifications, prospective representation of the area management Development and maintenance of scripts (primary in programming language R) as well as data analysis for risk assessment of banks/port films Review of the risk models of banks in the context of deposit guarantee checks Further development of methodological approaches taking into account regulatory developments Interface to the disciplines, IT implementation, deposit security systems and authorities

Successfully completed studies with a focus on (economic)mathematics, physics, data science, VWL or a comparable qualification with a pronounced quantitative focus Insufficient practical experience in model validation, model development, risk controlling or an art related area with a focus on models for identifying banking risks Enthusiasm for financial relations and mathematical models combined with high quality standards Experience in dealing with the regulatory banking environment Programming skills beyond MS-Office (e.g. SQL, R or Python) Self-employed, powerful and structured working methods combined with pronounced social competence, team skills and communicative skills You do not meet all the requirements, but you like our place? Then apply! We focus on human beings, regardless of gender, age, ethnic origin & nationality, religion & worldview, sexual orientation & identity, physical and mental abilities and social origin. We value collegiality, mutual respect, appreciation, motivation and fun at work.

We want to continue and even more committed to conscious, value-adding and respectful dealings with diversity and equal opportunities. With the signing of the Charter of Diversity and the UN Women's Empowerment Principles, we are committed to a sustainable anchoring of these values in our corporate culture.

Full or part-time (32-39 hours/week)

80.000 - 100,000 Euro gross annual salary (depending on your qualification and experience) Work contract with long-term perspective, flexible working hours, home office options and 30 days holiday (plus 24. and 31.12.) A meaningful activity in which the risk measurement of banks is at the centre of the organization A harmonious, innovative and performance-oriented team organized in agile working methods Independent work and space for self-responsibility Individual training offer for professional and personal training Modern workplace in central central location of Cologne with very good ÖPNV connection Occupational pensions and benefits Other additional services, e.g. travel expenses, JobRad, Fitnessstudio (Urban Sports, Fitness First or Kieser Training), Corporate Benefits and more