Investment Global Bank | Credit Risk Retail/Consumer Modelling Manager | German Speaking – Germany recruitment
This already Global Bank is expanding more than any other firm within risk at the moment, and they are hiring greatly in their German offices. You will brought in as a team lead, directing a small group of risk modellers, and with the expansion plans across the next few years, this team will be more than doubling with you at the head.
If you have got a strong background in Credit Risk modelling, are fluent in English and German - apply now
The Role:
- Development and Validation Retail PD/LGD/EAD models
- Data analysis and scorecard creation
- Ensure Group’s credit models remain regulatory compliant
- Ensure on-going performance of models
- Hands on development,
- Generate, analyse and monitor portfolio risk and capital reports
- Working with Quants, IT and Senior Management
Requirements:
- Must speak German and English
- Minimum of 4 years developing PD/LGD/EAD models
- Experience with data processing and Stats analysis and scorecard creation
- Minimum degree level in a quant or finance subject, preferable additional qualifications PhD/Masters/MBA/CFA/FRM
- Understanding of Basel II requirements
- Incl. Excel, Powerpoint, Word, Knowledge of SAS
KEY WORDS – PD EAD LGD IRB MODEL MODELLING DATA PROCESSING BERLIN GERMANY GERMAN QUANT RISK SCOREDCARD RETAIL CONSUMER
July 27, 2010
• Tags: Consumer Modelling Manager | German Speaking, Germany. recruitment, Investment Global Bank | Credit Risk Retail, Risk Management careers in the Germany • Posted in: Financial