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AVP - Credit Risk Modelling Specialist
Our client, one of Germany's largest banks, is currently looking to grow it's credit risk model development team. The department currently consists of 10 employees plus a number of external consultants. As the area is key to the company's growth and also regulatory requirements are increasing, the Head of Credit Model Development would like to hire a motivated professional with experience in developing or validating PD or LGD models, a solid mathematical background, an interest in machine learning/data analytics topics and a good understanding of current EBA-guidelines. The department works project based and supports both team work and an independent working style. As many of the relevant stakeholders work in German, work proficient German language skills are a necessity. This role is based in the company's headquarter in Frankfurt.
Further requirements are:
-A minimum of 3 years' experience in a credit risk, model development or quants consulting function
-A strong academic background in mathematics, quantitative finance or a similar field
-Good knowledge of Python and SQL
-Team player mentality
-Good project management skills
-Very good German and English speaking skills
For further information, please apply here or get in touch with Michael Franz directly - his number is +49 30 726211403.
Credit Risk Model Developer
- Location Frankfurt am Main
- Job type Permanent
- Salary Negotiable
- Discipline Risk Management
- Reference PR/267305_1592576954
Our client, one of Germany's largest banks, is currently looking to grow it's credit risk model development team. The department currently consists of 10 employees plus a number of external consultants. As the area is key to the company's growth and also regulatory requirements are increasing, the Head of Credit Model Development would like to hire a motivated professional with experience in developing or validating PD or LGD models, a solid mathematical background, an interest in machine learning/data analytics topics and a good understanding of current EBA-guidelines. The department works project based and supports both team work and an independent working style. As many of the relevant stakeholders work in German, work proficient German language skills are a necessity. This role is based in the company's headquarter in Frankfurt.
Further requirements are:
-A minimum of 3 years' experience in a credit risk, model development or quants consulting function
-A strong academic background in mathematics, quantitative finance or a similar field
-Good knowledge of Python and SQL
-Team player mentality
-Good project management skills
-Very good German and English speaking skills
For further information, please apply here or get in touch with Michael Franz directly - his number is +49 30 726211403.