Quantitative Risk Specialist - AVP (m/f/d)
My client is one of Germany's largest global banking and financial services companies that is currently expanding its entities in Berlin. The Head of Risk Methodology is looking to hire a new AVP-level Credit Risk Model development specialist with extensive experience in modeling and development of PD and LDG models. They are looking for an expert to develop risk valuation methodologies and a communicative representative who would love to work in an international, very diverse environment (m/f/d).
- Develop PD and LGD projection models for group-wide stress tests and EBA stress tests.
- Analysis on a complex statistical level for projects in relation to IFRS9 and CECL frameworks.
- Documentation of new models and model changes.
- Descriptions of sensitivity analyses, and benchmarking analyses.
- Data processing, including extensive use of different numerical methods
- Bachelor's, Master's, or Ph.D. degree in a quantitative discipline - mathematics, statistics, physics, or similarly related fields.
- Proven relevant industry experience in quantitative risk modeling, develop,ment
- Strong programming skills (Python, Matlab, or R)
- Solid skills in relationship management, analysis, problem-solving, communication, and presentation.
- Fluency in English
For further Information, please apply here or call Michael Franz directly - his number is +4930726211403.