Back to jobs
A leading real estate bank is seeking a highly motivated professionals with seasoned experience in Credit Risk Modelling to join them in Berlin. 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 Risk Monitoring, Credit Risk reporting and portfolio management.
Responsibilities:
-Monitoring of the risk measurement methods used to estimate PD and LGD
-Perform the validations of the bank's PD models, including preparation of the validation reports
-Further development of the validation concept in accordance with regulatory requirements as
well as the quantitative and qualitative validation methods
-Design and support of internal processes on rating topics and LGD / CCF
Requirements:
-Advanced degree or equivalent in a mathematical, physical or econometric field.
-3 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
-German and English speaking
Credit Risk - Model Validation
- Location Berlin
- Job type Permanent
- Salary Negotiable
- Discipline Risk Management
- Reference PR/274185_1599832016
Responsibilities:
-Monitoring of the risk measurement methods used to estimate PD and LGD
-Perform the validations of the bank's PD models, including preparation of the validation reports
-Further development of the validation concept in accordance with regulatory requirements as
well as the quantitative and qualitative validation methods
-Design and support of internal processes on rating topics and LGD / CCF
Requirements:
-Advanced degree or equivalent in a mathematical, physical or econometric field.
-3 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
-German and English speaking