Risikocontroller / Risikoanalyst (m/w/d) - Kreditrisiko & Modellierung - 80% Remote
Core
Conception, development, and validation of quantitative credit risk models (specifically PD and LGD approaches) and regulatory compliance within a banking environment.
Role type
Senior quantitative risk modeler (credit risk)
Builds
Quantitative risk models (PD/LGD) and revision-proof documentation
Domain
Banking / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
Statistical programming (R, Python), SQL, quantitative modeling, credit risk management, regulatory knowledge (CRR/EBA)
Preferred skills
PhD, experience in bank consulting, deep methodological understanding
Technologies
R, Python, SQL
Responsibilities
Conceive and validate quantitative risk models, analyze complex data structures, prepare and present results for committees and stakeholders, support model implementations in IT systems, assist with regulatory projects
Seniority
Senior, hands-on IC