Senior Credit Risk Modeler (PR/252298) Hamburg, Germany

A leading bank in Hamburg is seeking a highly motivated professional with seasoned experience in Credit Risk Modelling to join them. You will drive not only the development of Credit Risk models, but also engage in projects outside of the modelling team, using your understanding of Early Risk Monitoring, Credit Risk reporting and portfolio management. This is a senior opportunity with a career path leading to a Head of Department position.

Responsibilities:

• Engage in the further development and validation of PD and LGD models
• Integration into other rating projects within the bank, namely Portfolio Management and Risk

Reporting

• Use your knowledge of banking regulation to ensure the advanced ratings procedure is

compliant with the bank’s risk appetite

• Being a central point of contact for both internal and external stakeholders

Requirements:

• Advanced degree or equivalent in a mathematical, physical or econometric field.
• 8 or more years’ experience working within the Risk Modelling team of a Financial Institution,

and strong understanding of IRB models

• Strong knowledge of the regulatory requirements in context of Credit Risk Ratings

mehr...

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