Manager Credit Risk Models (IRB)

This is an opportunity with unique working conditions, where you can get the best of

both worlds: the security of an established banking group, as well as the

dynamic and challenging start-up environment.

Your tasks:

The successful candidate has the possibility to work on different challenging projects and is responsible for the following deliverables:

• Development of quantitative Credit Risk models (e.g. PD, LGD, EAD)
• Application of the most common approaches for segmentation, definition of default, model estimation, model performance, model calibration and model cyclicality
• Management of projects and sub-projects
• Continuous expansion of your professional network

Your profile:

• Degree in a highly quantitative subject (e.g. physics, mathematics, computer science, economics)
• At least 5 years of relevant working experience in the financial services industry
• Relevant experience in the estimation of IRB capital models
• Experience with modern programming languages like SAS, R, Python or SQL to perform data extraction and data quality analytics
• Strong written and verbal communication skills in German and ability to assess technical information and present key findings
• Desire to perform, natural curiosity and an ability to assimilate new skills quickly