Excellent opportunity – Credit risk methods manager for a Top Tier bank – Frankfurt; Hessen Based – recruitment
The role:
• Monitoring and reporting of counterparty limits for the client and creating appropriate credit risk models.
• Participation in the technical and operational development of limit systems the group-wide instrument for the identification, evaluation and monitoring of counterparty credit risk-related
• Technical assistance in projects, which would include the development of technical and test concepts and the implementation of the technical tests for new limit system components
• Technical specialist treatment or regulatory requirements in the bank's internal processing regulatory requirements or internal bank in terms of their effect on the limit systems.
requirements:
• mathematical/economics/business degree
• several years experience
• Experience in credit risk in credit risk controlling, monitoring or reporting
• Good knowledge of banking law (KWG GroMiKV, MaRisk)
• experience with rating systems (Basle-II, advanced IRBA) for corporates
• Excellent knowledge in technical support and development of computer application systems, ideally by credit monitoring systems
• In-depth practical command of spoken and written
• Strong analytical and conceptual skills such as SAS RiskCalc, Recovery Ratings, Bloomberg
• Ability to work independently
• german and english is essential.
Interested? Apply now with your resume to: risk@carltonseniorappointments.com