Credit Risk Model Development (m/f/d)
Our client is one of the leading international banks with a large portfolio from the automotive sector. The company is looking for a motivated risk model developer with a strong quantitative background who can support the risk team in their office in Cologne.
The bank's model risk management function covers credit, market, liquidity and other financial risks. This role will focus on developing PD and LGD models, implementing them into the business, working closely with the validation function and other stakeholders and help manage other projects in risk and IT.
- You will play a crucial role in the development and maintenance of models for measuring and managing credit risk for Wholesale portfolios, as well as steering and advising the front office colleagues when taking credit risk decisions.
- You will take responsibility for developing and calibrating credit risk models by applying modelling standards.
- In addition to the modelling activities, you will also be responsible for further improving the measurement and monitoring of existing models.
- You have an academic degree (MSc or PhD), preferably in econometrics, physics, statistics, or mathematics
- You have extensive experience in using data modelling software/ or coding (Python)
- You have strong analytical, problem-solving, communication and execution skills
- You are a team player
- You are fluent in German and English
For further information please apply here or call Christine Kramp directly - her number is +49/ 166389732