Head of Risk Models - Credit Risk
A large bank in Germany is seeking a new team lead to manage the Credit Risk Modelling function. You will drive not only the development of Credit Risk models, but also engage in projects outside of the modelling team, using your understanding of Risk Monitoring, Credit Risk reporting and portfolio management. This opportunity is offering clear career progression.
- Manage the team of Credit Risk Modelers and continuously monitor teams' performance
- Monitoring of the risk measurement methods used to estimate PD and LGD
- Meet with other risk sub-teams to ensure the smooth operations of the Model group
- Guide and advise junior members whilst also provide development training crucial to the growth of the team
- Further development of the validation concept in accordance with regulatory requirements
- Design and support of internal processes on rating topics
- Advanced degree or equivalent in a mathematical, physical or econometric field.
- 7 or more years' experience working within the Risk Modelling team of a Financial Institution, and strong understanding of IRB models
- Strong knowledge of the regulatory requirements in context of Credit Risk
- English speaking