Our client is a dynamic part of a leading digital group, with the ambition to set a new standard in mobile banking. It'sproviding a variety of financial products and services via its mobile app. It includes online account opening, budgeting tools, mobile payments, and more, all designed to make banking easier for its customers.Location : Frankfurt, on-siteType : permanent, full time
You will
- monitor the bank's growing loan portfolio and the resulting risks. Based on your analyses, you derive measures for credit risk management.
- develop and validate the innovative data-driven models for estimating counterparty default risks (PD) as well as methods for estimating model parameters (EAD, LGD, CCF).
- development the products actively.
- continuous develop the processes and systems within the framework of the bank's credit risk management.
- analyse and evaluate new regulatory requirements CRR, MaRisk) and derivation of resulting action requirements for credit risk management.
- participate in the presentation of results to management, work closely with other departments of the bank, particularly with product development, business intelligence & controlling, and treasury.
Requirements
Completed master's degree with a scientific focus, mathematics or physicsSeveral years of professional experience in credit risk management or quantitative model development as well as knowledge of banking regulationsAnalytical-structured working method with a high degree of solution orientationHigh affinity for data and experience with statistical modelsProgramming experience, in Python or R and ideally knowledge of TableauStrong hands-on mentality and enjoyment of teamworkFluent written and spoken German skills (Word, Excel, Power Point) complete the profileBenefits
Long-term perspective : They are growing continuously and offer colleagues long-term career prospectsStart-up flair : Security of an established online company with start-up flair – They plan long-term and at the same time you have the opportunity to actively shape the bankEnvironment where you will feel comfortable : relaxed working environment, informal culture, regular drinks, cool team events with colleaguesFurther training opportunities : A broad training catalogue and specialised personnel development support you on your career pathExtras : Deutschlandticket, vouchers for their numerous products, free drinks, fresh fruit and free lunches!Excellent transport links : Their offices are very central with excellent transport linksBusiness Bike : Your new bike on lease – with their financial support