Senior Risk Manager – Modeling, Data Science
Creditplus Bank AG
full-time
Posted on:
Location Type: Hybrid
Location: Offenbach am Main • 🇩🇪 Germany
Visit company websiteJob Level
Senior
Tech Stack
Python
About the role
- Maintenance of risk models in accordance with current IRBA regulatory requirements, including all related analyses in collaboration with the parent company’s expert team
- Responsibility for cooperation with supervisory authorities and internal audit bodies, for example within the scope of ECB review processes
- Preparation and periodic updates of model reports and documentation (backtesting of Basel and IFRS 9 parameters)
- Accountability for credit risk reporting, including the preparation and presentation of results and recommendations to various local and group-level committees
- Coordination and execution of stress tests
- Preparation of risk analyses and risk reports
- Leading and contributing to projects related to regulatory topics
Requirements
- Degree in statistics, (business) mathematics, physics, industrial engineering, or economics with a quantitative focus
- Several years of professional experience in risk modeling
- Advanced programming skills for statistical modeling (R, SAS or Python)
- Good knowledge of IRB regulation (CRR, CRD, EBA) and IFRS 9
- Experience managing projects in a regulatory context
- Analytical thinking, structured and highly independent working style
- Excellent MS Office skills
- Excellent English skills; German is a plus
Benefits
- 30 days' annual leave and two additional company holidays on December 24 and 31
- Holiday and Christmas bonuses
- Annual bonus
- Capital formation benefits
- Company pension scheme
- Employee share purchase program at discounted rates
- Flexible working hours with an attractive flexitime model and up to 60% remote working
- Extensive further training programs
- Health programs, including medical check-ups and health days
- Free gym access on company premises
- Numerous CSR projects
- Childcare services organized in cooperation with pme Familienservice
- Employee events to enhance cross-departmental collaboration
- Bike leasing
- Employee loans
- Corporate benefits platform
- Free water and coffee
- Subsidized Germany Ticket (public transport)
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
risk modelingstatistical modelingRSASPythonbacktestingcredit risk reportingstress testingdata analysismodel documentation
Soft skills
analytical thinkingstructured working styleindependent workingcommunicationproject management