Experte Entwicklung Risikomodelle (d/m/w)
Core
Redesigning the decision-making system and developing future-proof, innovative solutions for risk modeling and validation.
Role type
Senior IC risk model development expert
Builds
Decision systems, risk models, and validation documentation for credit and leasing business
Domain
Banking / Risk Management / Regulatory Compliance (CRR, MaRisk)
Deliverable
production ML models
Required skills
Mathematical modeling, statistical analysis, risk measurement methodology development, transaction data analysis, modular scorecard approaches, regulatory compliance (CRR, MaRisk)
Preferred skills
Experience in credit and leasing business, knowledge of emerging methodological developments
Technologies
SQL, VBA, R, SAS, MS-Office, Databases
Responsibilities
Independently monitor methods for appropriateness and discrimination power per regulatory requirements, lead annual validation process from data preparation to documentation, independently maintain documentation for probability of default and loss given default methods, develop and calibrate existing methods for new markets, analyze and model transaction data for risk-relevant features, observe methodological developments from regulatory, economic, and statistical perspectives, participate in annual audit and year-end closing processes for method review
