Experte Entwicklung Risikomodelle (d/m/w)
Core
Designing and maintaining decision systems for credit and leasing business, including model validation and regulatory compliance.
Role type
Senior risk modeling expert (credit risk)
Builds
Decision systems, risk models, and validation documentation for credit and leasing products.
Domain
Banking / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
Statistical modeling, credit risk analysis, model validation, regulatory compliance (CRR/MaRisk), data analysis, SQL, R or SAS
Preferred skills
Experience in credit and leasing business, knowledge of transaction data analysis, modular scorecard approaches
Technologies
SQL, VBA, R, SAS, MS-Office, Databases
Responsibilities
Oversee method suitability and discrimination power according to regulatory requirements, participate in annual validation processes, maintain documentation for default probability and loss rate methods, develop and calibrate existing methods for new markets, analyze transaction data for scorecard approaches, monitor methodological developments, support audit and year-end processes.
Seniority
Senior, hands-on IC
