Junior Risk Manager (Credit Risk)

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

• 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

• Completed master's degree with a scientific focus, mathematics or physics
• Professional experience in credit risk management or quantitative model development as well as knowledge of banking regulations
• Analytical-structured working method with a high degree of solution orientation
• High affinity for data and experience with statistical models
• Programming experience, in Python or R and ideally knowledge of Tableau
• Strong hands-on mentality and enjoyment of teamwork
• Fluent written and spoken German skills (Word, Excel, Power Point) complete the profile
  

Benefits

• Long-term perspective: They are growing continuously and offer colleagues long-term career prospects
• 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
• Environment where you will feel comfortable: relaxed working environment, informal culture, regular drinks, cool team events with colleagues
• Further training opportunities: A broad training catalogue and specialised personnel development support you on your career path
• Extras: Deutschlandticket, vouchers for their numerous products, free drinks, fresh fruit and free lunches!
• Excellent transport links: Their offices are very central with excellent transport links
• Business Bike: Your new bike on lease – with their financial support