Our client is a dynamic part of a leading digital group, with the ambition to set a new standard in mobile banking. It's providing 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
1. monitor the bank's growing loan portfolio and the resulting risks. Based on your analyses, you derive measures for credit risk management.
2. 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).
3. development the products actively.
4. continuous develop the processes and systems within the framework of the bank's credit risk management.
5. analyse and evaluate new regulatory requirements CRR, MaRisk) and derivation of resulting action requirements for credit risk management.
6. 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
7. Completed master's degree with a scientific focus, mathematics or physics
8. Professional experience in credit risk management or quantitative model development as well as knowledge of banking regulations
9. Analytical-structured working method with a high degree of solution orientation
10. High affinity for data and experience with statistical models
11. Programming experience, in Python or R and ideally knowledge of Tableau
12. Strong hands-on mentality and enjoyment of teamwork
13. Fluent written and spoken German skills (Word, Excel, Power Point) complete the profile
Benefits
14. Long-term perspective: They are growing continuously and offer colleagues long-term career prospects
15. 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
16. Environment where you will feel comfortable: relaxed working environment, informal culture, regular drinks, cool team events with colleagues
17. Further training opportunities: A broad training catalogue and specialised personnel development support you on your career path
18. Extras: Deutschlandticket, vouchers for their numerous products, free drinks, fresh fruit and free lunches!
19. Excellent transport links: Their offices are very central with excellent transport links
20. Business Bike: Your new bike on lease – with their financial support