Head of Risk Model Validation
My client is one of Europe's largest fintech businesses from the payments space looking to grow their quantitative risk analytics team in Berlin.
The company is investing heavily in their machine learning and artificial intelligence landscape and is also implementing a number of new risk models into their global libraries. For this reason, the Global Head of Risk Analytics is looking to onboard a new leader for one of the businesses Model Validation teams.
The team consists of 8 FTEs with a strong background in data science, quantitative credit risk and other similar disciplines. The ideal candidate will have previous managing experience, be very solution focused and interested in working with state of the art technology to move the business forward. Due to the companies' business model, experience within credit risk modelling or validation would be preferred.
Further requirements are:
- A masters degree or PhD in Mathematics, Physics, Computational Science, Data Science or another quantitative field
- A minimum of 5 years' experience in a data science or quantitative risk management role within a fintech, a bank, a financial services company or a consultancy
- Previous team leading experience
- A good understanding of credit risk model development or validation
- Deep knowledge and experience using Python and SQL
- Very good English speaking skills
For further information, please apply here or get in touch with Karim Alrawas directly at: +49 30 726211432.
