Quantitative Risk Manager - (Credit Risk)

Manager - Model Development/Validation (Credit Risk)

Experience:
Credit Risk Modeling:

Minimum 4 years developing and/or validating credit risk models, with at least 1 year in a consulting role.
IRB Expertise:

Deep understanding of operational tasks for IRB model development and validation.
Regulatory Knowledge:

In-depth knowledge of current IRB regulations, with experience in related areas like IFRS 9.

Skills:
Project Management:

Proven ability to manage projects effectively.
Quantitative Analysis:

Strong quantitative background and analytical skills.
Technical Proficiency:

Proficient in Excel, Python, SQL, and their applications in credit risk modeling.
Problem-Solving:

Ability to understand complex issues, develop innovative solutions independently, and deliver results quickly.

Languages:
Fluency:

Fluent in English and either German or Spanish, with professional report writing skills.

Travel:
Willingness to Travel:

Open to travel, primarily within Europe.