Credit Risk Manager (m / f / d)

Selby Jennings; Frankfurt; Vor Ort; EUR 60.000 - 80.000; Vollzeit

Zusammenfassung

A digital bank in Frankfurt is seeking a Credit Risk Manager to monitor loan portfolio risks and develop quantitative models. Successful candidates will have a master's degree in a relevant field, experience in credit risk management, and strong programming skills in Python or R. Excellent communication in German is required. This is an exciting opportunity to contribute to a transformative financial institution.

Qualifikationen

• Completed master's degree in a quantitative or scientific discipline.
• Experience in credit risk management or quantitative model development.
• Strong programming skills in Python or R.

Aufgaben

• Monitor and analyze credit exposures across a loan portfolio.
• Design and validate statistical models for credit risk parameters.
• Enhance risk infrastructure and automate processes.

Kenntnisse

Credit risk management

Quantitative model development

Programming in Python or R

Data visualization (Tableau)

Analytical thinking

Communication in German

Ausbildung

Master's degree in a quantitative or scientific discipline

Tools

MS Office (Excel, Word, PowerPoint)

Jobbeschreibung

We're hiring on behalf of a digital bank based in Frankfurt that's transforming the financial landscape in Germany. This institution blends the innovation of a tech startup with the reliability of a regulated financial entity.

What you'll be doing :

• Take ownership of monitoring and analyzing credit exposures across a diverse and expanding loan portfolio, identifying trends and potential risk concentrations.
• Design, develop, and validate robust statistical models to estimate key credit risk parameters such as Probability of Default (PD), Exposure at Default (EAD), Loss Given Default (LGD), and Credit Conversion Factors (CCF).
• Play a key role in enhancing the bank's risk infrastructure refining tools, automating processes, and ensuring alignment with the latest regulatory standards (e.g., CRR, MaRisk).
• Work closely with cross-functional teams including Business Intelligence, Treasury, and Product Development to ensure risk insights are embedded into strategic decision-making.
• Prepare and deliver clear, data-driven presentations and reports to senior management, translating complex analyses into actionable recommendations.

What we're looking for :

• A completed master's degree in a quantitative or scientific discipline such as mathematics, physics, or a related field.
• Proven experience in credit risk management or quantitative model development within the financial services sector.
• Strong programming skills in Python or R, with the ability to build and test models efficiently; familiarity with data visualization tools like Tableau is a plus.
• A structured, analytical thinker with a proactive, hands‑on approach to solving complex problems.
• Excellent communication skills in German (written and spoken), along with proficiency in MS Office tools (Excel, Word, PowerPoint).