Senior Credit Risk Modeller (m/f) Düsseldorf
The mandate is the development and maintenance of the Bank's models for assessing default probabilities (PDs), loss given defaults (LGD), exposure at associated credit portfolio models. In addition, you develop, confirm and implement calculation models, as well as methods for risk control expected loss calculation, concentration and liquidity analyses.
As a Senior Credit Risk Modeller you will primarily
- Contribute to the maintenance, constant refinement and improvement of our methods with innovative and solution-oriented ideas, in particular of our tools and models for Credit Risks
- Develop and provide monitoring tools to our internal clients (e.g., concentration and/or liquidity), both on product and client level and pro-actively propose mitigation actions
- Master's or PhD degree in Economics or an applied quantitative discipline (e.g. Econometrics, Statistics, Financial Engineering)
- Sound knowledge of statistical and econometric methods and their application to solve practical problems
- Proficiency in use of statistical software (e.g. SAS, Stata, Matlab…)
- Prior working experience in a credit risk environment would be beneficial
- Experience with large data sets and knowledge of regulatory practice would be desirable
- Co-operativeness and team-orientation, while able to complete tasks independently with a high quality standard
- Proactiveness in taking new initiatives and carrying them through completions
- Excellent communication skills with colleagues at all levels in the organisation
- Ability to explain/present technical topics clearly and intuitively, both written and orally
- Ability and commitment to deliver high quality results to set deadlines
- Fluency in German and English, both in oral and written form
If you are interested and you want to know more details please send your CV to Roland Lochte (Mail: r.lochte@kimberlite-consulting.com) or call at : 0049 69 58 00 50 422.
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