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Credit Risk Modelling Expert

Devire

Fraknfurt, śląskie

Devire
Devire to międzynarodowa firma specjalizująca się w usługach rekrutacji, outsourcingu i employer brandingu.
Od ponad 30 lat reprezentujemy wiodących pracodawców na rynku europejskim, prowadząc kompleksowe projekty poszukiwań menedżerów i wyspecjalizowanej kadry, wdrażając najnowsze rozwiązania z obszaru usług IT oraz wspierając w budowaniu wizerunku pracodawcy z wyboru.

Nasze biura zlokalizowane są w Warszawie, Wrocławiu, Poznaniu, Katowicach oraz Monachium, Frankfurcie, Pradze i Hradec Kralove.

Credit Risk Modelling Expert

Lokalizacja: Fraknfurt

 

For our Client, leading international consulting company, we are seeking a strong candidate for the position of ‘Senior Consultant – Credit Risk Modelling’ in Frankfurt.

Workplace: Frankfurt Am Mein

 

You will be responsible for:

  • Increasing Growth – As part of the continuous growth of our Client’s international Regulatory Quant Team in the banking and financial services industry, and due to the significantly increasing market opportunities across the Europe
  • Client Contact - Identifying Client’s credit risk modeling needs in light of the changing regulatory requirements e.g. new EBA Guidelines, Basel IV, ECB TRIM, IFRS 9, and general Best Practice Applications
  • Exciting Tasks – Contributing to the credit risk modeling process using statistical and econometric analysis techniques, with respect to the rating and scoring model methods
  • International Projects – Organizing meetings and coordinating different project parties and liaison with other PwC lines of services in the project, to maximize efficiency and ensure to deliver the highest quality services
  • IT Tools – Developing, reviewing and/or evaluating rating systems, scoring models, and credit risk measurement data and tools; program in SAS/R for data aggregation or forecasting purposes
  • Current Topics – Experience with the IFRS 9 impairment methodologies, modeling of PD, LGD and CCF for IRB purposes, implementation of the EBA default definition, ECB TRIM exercises

 

We are looping forward to meeting Candidates who possess:

  • BA degree in Business Administration, Economics, Statistics, Mathematics department or Industrial Engineering (Master’s degree in business, finance or a quantitative field is preferred)
  • Previous financial services sector or regulatory experience of at least 2-6 years with quantitative analysis capability and essential rating/scoring model development experience
  • Experience in risk consultancy firm is preferred
  • Experience in credit risk management, credit risk parameter development
  • Excellent writing and communications skills (in English); knowledge of German although preferred, is not a prerequisite
  • Proficiency in MS Excel/VB programming
  • Knowledge of credit risk rating and measurement methodologies, and/or credit risk management tools is a plus
  • Project management experience and/or audit background is a plus
  • Familiarity in the statistics application languages (e.g. SAS, R) is essential
  • Significant travelling could be involved on project basis, across Europe
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