full-time
Quantitative Model Developer (f/m/d)
Deutsche Börse Group
- Employer
- Deutsche Börse Group
- Location
- Frankfurt
- Working pattern
- on-site
About the role
Develop, maintain, calibrate, and continuously improve quantitative credit rating and risk models, including their documentation, monitoring, and validation. Collaborate with model users and IT on requirements and acceptance testing, report findings and management information, and support regulatory engagement and other team responsibilities. A master's degree in mathematics, computer science, physics, or a related quantitative field and 2–3 years of end-to-end credit rating model development experience are required. Candidates should bring expertise in credit risk methodologies and regulatory requirements, strong programming and data analysis skills, and excellent English communication skills.