Quantitative Analyst / Data Scientist - Model Development & Risk Management | Mathematiker / Physiker / Wirtschaftswissenschaftler (m/w/d) Modellentwicklung & Data Science

Job Summary

As a Quantitative Analyst within the Methodology department, you will play a pivotal role in developing risk management solutions for the Sparkassen-Finanzgruppe. Your daily responsibilities involve the end-to-end lifecycle of risk assessment models, including rating, scoring, loss estimation (LGD), and climate risk modeling. You will take charge of conceptual design, parameter estimation, and validation while ensuring compliance with regulatory standards like IFRS 9. This role bridges the gap between high-level mathematics and practical IT implementation, requiring you to perform data modeling and analysis using Python, R, and SQL. You will also represent the company in expert circles and support audits by banking supervisors such as the ECB and BaFin. This position is particularly attractive due to its central location in Berlin, offering a permanent contract, 30 days of vacation, flexible mobile working options, and a comprehensive benefits package including specialized training through an internal academy.