Senior Risk Manager – Modeling & Data Science
Creditplus Bank AG
full-time
Posted on:
Location Type: Hybrid
Location: Stuttgart • 🇩🇪 Germany
Visit company websiteJob Level
Senior
Tech Stack
Python
About the role
- Maintain risk models in accordance with current IRBA regulatory requirements, including all related analyses, in collaboration with the parent company’s expert team
- Responsible for cooperation with supervisory authorities and internal audit bodies, for example in the context of ECB audit processes
- Prepare and periodically update model reports and documentation (backtesting of Basel and IFRS 9 parameters)
- Responsible for credit risk reporting, in particular preparing and presenting results and recommendations to various local and group committees
- Coordinate and conduct stress tests
- Prepare risk analyses and risk reports
- Lead and participate in projects related to regulatory matters
Requirements
- Completed degree in Statistics, (Business) Mathematics, Physics, Industrial Engineering, or an economics degree with a quantitative focus
- Several years of professional experience in risk modelling
- Solid programming skills for statistical modelling (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
- Very good MS Office skills
- Very good command of English
Benefits
- 30 days of vacation plus the two additional bank holidays on December 24 and 31
- Annual holiday and Christmas bonuses
- Year-end bonus
- Employer contributions to employee savings plans (vermögenswirksame Leistungen)
- Company pension scheme
- Opportunity to purchase company shares at a discounted rate
- Flexible working hours with an attractive flexitime model and up to 60% remote work
- Wide range of training and development opportunities
- Support for physical and mental health
- Free on-site gym (Stuttgart location only)
- Numerous CSR projects
- Assistance in arranging childcare services in cooperation with pme Familienservice
- Employee events: get to know colleagues from other departments and branches at company events
- Additional attractive employee benefits: bike leasing, employee loans, corporate discounts, free water and coffee, subsidy for the Deutschlandticket, employee referral program
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
risk modellingstatistical modellingRSASPythoncredit risk reportingbacktestingstress testsdata analysismodel documentation
Soft skills
analytical thinkingstructured working styleindependent working stylecommunicationpresentation skillscollaborationproject management