Our client, a leading international bank, is looking for a AVP Credit Risk Model Developer to join their team in Frankfurt or Berlin. As the Credit Risk Model Developer, you will be responsible for ensuring the accuracy and reliability of the bank's credit risk models. You will be expected to review and validate models, assess model risk, and provide guidance on model development and implementation.
- Complex statistical analyses as part of quantitative credit risk methodology development projects, e.g. related to IFRS9 and CECL framework.
- Assess model risk and ensure compliance with regulatory requirements.
- Provide guidance on model development and implementation
- Collaborate with stakeholders, including model developers, risk managers, and regulators.
- Identify areas for model improvements and recommend solutions.
- Bachelor's or Master's degree in a quantitative field, such as Mathematics, Statistics, or Finance.
- At least 5 years of experience in a Credit Risk Model Validation role in an international bank.
- Strong understanding of credit risk modelling techniques, such as logistic regression, decision trees, and neural networks.
- Familiarity with regulatory requirements, such as Basel II/III and IFRS 9.
- Excellent communication and interpersonal skills.
If you meet the requirements above and are interested in this exciting opportunity, please submit your application today. Our client offers a competitive salary and benefits package, as well as opportunities for career advancement within a dynamic and innovative international bank. For further information, please apply here or get in touch at: +4930166340768