For a leading, specialist company focused on risk and finance across Europe...
Our client is seeking a Senior Quantitative Credit Risk Specialist to join their expert Risk & Finance team, where you'll contribute to the development and transformation of IRB credit risk models for leading financial institutions in Germany and across Europe. This role combines hands-on modeling with strategic advisory work in a dynamic, international environment.
Headquartered in Frankfurt, the client is open to candidates based anywhere in Germany, offering flexible and remote work arrangements.
The Role
* Develop IRB compliant PD, LGD, and EAD models and test model accuracy and effectiveness for various portfolios.
* Provide advisory services to top banks on risk transformation of IRB models, including EBA Guidelines implementation.
* Advising national and international clients in the banking sector on regulatory and economic issues in financial risk.
* Take on increasing responsibility, with outlook to lead sub-projects and smaller project teams.
Your Profile
* Bachelor's or Master's degree in a quantitative field like Mathematics, Statistics, Computer Science, or related.
* Experience in model development, statistical modeling and risk management.
* Knowledge of relevant regulations and reporting requirements such as IFRS 9, EBA, ECB or Bafin.
* Strong problem-solving, analytical, and communication skills, with a track record of teamwork.
* Fluency in German and English (minimum C1).
Benefits
* Enjoy flexible work models and optional 100% remote working options
* Autonomy, flat hierarchies, a hands-on mentality, and fast decision-making processes
* Dynamic, fast-growing international environment with numerous opportunities to contribute your talents
* Continuous feedback and clear defined opportunities for career growth
* Attractive compensation package
Ready to take the next step? Apply now or contact Kemdi Lee-Thompson (klt@baumlink.com) - we look forward to hearing from you!
01.08.2025