Risk Methodology Senior Specialist in Group Strategic Analytics Berlin, Frankfurt am Main (d/m/w)
Core
Develop, calibrate, and maintain bank-wide risk assessment methodologies and credit risk parameters to support resource allocation, risk appetite management, and capital allocation for the DE Retail Germany Portfolio.
Role type
Senior IC risk methodology specialist (credit risk modeling)
Builds
Internal credit risk models and regulatory capital simulation components
Domain
Banking / Credit Risk / Regulatory Compliance (Basel IV, EBA)
Deliverable
production ML models
Required skills
Credit risk modeling, statistical analysis, regulatory model monitoring, internal/external audit support, stakeholder communication, Python, SAS, German (fluent), English (fluent)
Preferred skills
PhD in quantitative discipline, experience with large-scale projects, familiarity with Basel IV/EBA GL/SR11-07 standards
Technologies
Python, SAS
Responsibilities
Coordinate and execute complex statistical analyses for decision support; Simulate impacts of model/parameter changes on regulatory capital; Improve internal models and maintain policy documentation; Support regulatory model monitoring; Participate in internal/external audits; Liaise with Risk, Business, IT, Finance, Audit, and regulators (ECB, BaFin).
