Our client is a dynamic part of a leading digital group, with the ambition to set a new standard in mobile banking. It'sproviding a variety of financial products and services via its mobile app. It includes online account opening, budgeting tools, mobile payments, and more, all designed to make banking easier for its customers.Location : Frankfurt, on-siteType : permanent, full time
You will
* monitor the bank's growing loan portfolio and the resulting risks. Based on your analyses, you derive measures for credit risk management.
* develop and validate the innovative data-driven models for estimating counterparty default risks (PD) as well as methods for estimating model parameters (EAD, LGD, CCF).
* development the products actively.
* continuous develop the processes and systems within the framework of the bank's credit risk management.
* analyse and evaluate new regulatory requirements CRR, MaRisk) and derivation of resulting action requirements for credit risk management.
* participate in the presentation of results to management, work closely with other departments of the bank, particularly with product development, business intelligence & controlling, and treasury.
Requirements
1. Completed master's degree with a scientific focus, mathematics or physics
2. Several years of professional experience in credit risk management or quantitative model development as well as knowledge of banking regulations
3. Analytical-structured working method with a high degree of solution orientation
4. High affinity for data and experience with statistical models
5. Programming experience, in Python or R and ideally knowledge of Tableau
6. Strong hands-on mentality and enjoyment of teamwork
7. Fluent written and spoken German skills (Word, Excel, Power Point) complete the profile
Benefits
8. Long-term perspective : They are growing continuously and offer colleagues long-term career prospects
9. Start-up flair : Security of an established online company with start-up flair – They plan long-term and at the same time you have the opportunity to actively shape the bank
10. Environment where you will feel comfortable : relaxed working environment, informal culture, regular drinks, cool team events with colleagues
11. Further training opportunities : A broad training catalogue and specialised personnel development support you on your career path
12. Extras : Deutschlandticket, vouchers for their numerous products, free drinks, fresh fruit and free lunches!
13. Excellent transport links : Their offices are very central with excellent transport links
14. Business Bike : Your new bike on lease – with their financial support
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