Über das Unternehmen
Aufgaben
Profil
Benefits
- Our client is a modern financial services provider with an international footprint, specializing in innovative financing solutions for retail customers. Rather than operating as a traditional bank, the organization promotes an entrepreneurial and forward-thinking culture where digital transformation, sustainability, and innovation play a central role.
- As part of a leading European banking group, employees benefit from an extensive international network, strong career development opportunities, and cross-border collaboration. At the same time, the company maintains a collaborative and people-focused environment characterized by short decision-making paths, a strong team spirit, and a high level of appreciation for its employees.
- To strengthen its Quantitative Risk Management function, the company is seeking a (Senior) Risk Manager (m/f/d) Modeling & Data Science with a focus on Retail Credit Risk. This role offers the opportunity to enhance regulatory credit risk models, conduct sophisticated risk analyses, and contribute directly to the bank's overall risk management framework. The position provides significant exposure to senior management, group stakeholders, and regulatory authorities within a highly specialized and international environment.
Aufgaben
- Further development, maintenance, and monitoring of regulatory credit risk models for retail portfolios in line with IRB (IRBA) requirements, in close collaboration with international subject matter experts
- Performing and interpreting quantitative analyses related to rating, risk, and capital models
- Acting as a key contact for regulatory authorities, internal audit, and external review bodies, particularly in the context of ECB supervisory examinations
- Preparing, validating, and maintaining model documentation and regulatory reports, including backtesting of Basel and IFRS 9 risk parameters
- Managing and enhancing credit risk reporting processes, while presenting insights and recommendations to local and group-level stakeholders
- Planning, coordinating, and executing stress testing activities
- Delivering in-depth risk analyses and management reporting to support strategic decision-making
- Leading and contributing to regulatory and strategic initiatives focused on credit risk management and model governance
Profil
- University degree in Statistics, (Business) Mathematics, Physics, Industrial Engineering, or a related quantitative field such as Economics with a strong analytical focus
- Several years of experience in the development, validation, or enhancement of credit risk models, particularly within retail banking portfolios
- Strong expertise in statistical modelling and hands-on experience with analytical and programming tools such as Python, R, or SAS
- Solid understanding of credit risk regulations, including IRB frameworks (CRR, CRD, EBA Guid elines) and IFRS 9
- Proven track record in managing and delivering regulatory projects and initiatives
- Strong analytical and conceptual thinking skills, combined with a structured, solution-orient
- Ed, and independent working style
- Proficient in Microsoft Office, particularly Excel and PowerPoint
- Fluent English language skills, both written and spoken; German language skills are not required
- Ideal Background: Credit Risk Modelling, Retail Risk Analytics, IRB/IRBA, IFRS 9, Regulatory Risk Management, Basel Framework, Quantitative Analytics, Data Science, Model Validation
Benefits
- Attractive compensation package including 13 monthly salaries, annual bonus, pension scheme, and additional benefits
- Flexible working environment with up to 60% remote work, workation opportunities, and flexible working hours
- 32 vacation days including additional bank holidays on December 24th and 31st
- Extensive learning and development opportunities through trainings, conferences, and LinkedIn Learning
- Comprehensive health and wellbeing programs, including an Employee Assistance Program
- Purpose-driven culture with a strong commitment to sustainability (ESG) and social responsibility (CSR)
- Additional benefits such as public transport subsidy, bike leasing, corporate discounts, employee loans, and on-site fitness facilities
- Collaborative and supportive work environment with regular team events, summer parties, and company celebrations
Job ID 893171/1-de
Working for your tomorrow
Hays ist einer der weltweit führenden Personaldienstleister für qualifizierte Fach- und Führungskräfte. Wir bringen Unte...
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