Your tasks: |
To further advance the development of new models and enhance existing models, including scorecards, we are looking for a senior credit risk modeller.
ยท Leading the local model development and ensure the local regulatory requirements are taken into account. ยท Liaising with the UK model development team, building relationships with all stakeholders, communicating all business requirements and implications clearly and delivering required output to agreed plans and timescales ยท Sparring partner and advisor to senior management ยท Ensuring a reliable infrastructure, including models, data, control environment and compliance with internal policies and external regulatory requirements ยท Using up-to-date model development standards and processes ยท Building and managing effective relationships with colleagues in the wider Risk team and across partnering business functions (such as Modelling and validation functions, Finance, Customer Analytics and Risk Infrastructure) ยท Supporting junior colleagues in the development of their modelling skills ยท Working pro-actively with IT and operational areas to drive forward and mitigate issues in the implementation and use of the models ยท Delivering all individual key tasks across the model life cycle to agreed timescales with minimal ongoing management, anticipating constraints and taking mitigating actions
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Your knowledge/experience:
ยท Postgraduate qualification in a relevant subject (econometrics, statistics, maths, operational research) ยท Excellent English communication skills both verbal and in writing ยท Business reporting and statistical analytical skills to comprehend local systems in SAS and SQL programming language ยท Experience related to participation in larger model development projects ยท Good understanding on regulatory requirements regarding internal models for retail credit risk - internal ratings based approach (IRB) - such as CRR, relevant EBA Regulatory technical standards and EBA Guidelines ยท Experience in the development of Retail (Capital) models ยท Good knowledge of modern risk management techniques within Retail Banking ยท Experience in the extraction and manipulation of data to support risk model development
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We offer:
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ยท An international team with colleagues from more than 25 different countries ยท An excellent learning culture and opportunity to improve your professional competencies ยท Different possibilities to flexibly organise your working hours, e.g. part time, flex time ยท Possibility to work from home at any time - also after Covid-19 ยท Social benefits such as a company pension scheme, life insurance and capital formation contributions ยท 30 days holiday as well as 24 and 31 December as non-working days ยท Additional benefits such as employer contributions to BVG job ticket, fruit and salad days, free sports activities ยท Easily accessible city centre offices, in the vicinity of many shops and restaurants to which you receive a discount
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Senior Credit Risk Modeller
- Location Berlin
- Job type Permanent
- Salary Negotiable
- Discipline Investment Banking
- Reference PR/307364_1625502054