( Senior ) Expert Credit Risk Models / Quantitative Analytics recruitment
The Quantitative Analytics team in Munich, Germany is responsible for the development and maintenance of quantitative models and methods within FMS-WM. In addition, it is consulting all functions within FMS-WM with a variety of quantitative and analytic tasks and questions. We are now seeking an expert in credit risk modeling to complement the team.
(Senior) Expert Credit Risk Models / Quantitative Analytics
Responsibilities
- Support the setup of the Quantitative Analytics credit risk team
- Develop and maintain methodologies and tools to measure and control credit risks across a variety of lending segments
- Development and calibration of new PD-/LGD- and EaD-models
- Development and enhancement of simulation-based cash flow tools
- Review and maintenance of existing models
- Buildup additional competencies in risk controlling and management, e.g.
- Portfolio modeling
- Early warning diagnostic
- Deal pricing and structuring
- Act as day-to-day contact person for the Portfolio Managers of FMS-WM with respect to a variety of quantitative and analytic questions
Qualifications / Requirements
- Master or PhD degree in Finance, Economics, Statistics or a similar field
- Several years of work experience in the credit risk modeling environment, ideally in a bank or consultancy
- Excellent analytic and quantitative capabilities
- Good skills in MS Excel, VBA; additional programming skills (e.g. C++, R or SQL)
- Proficiency in English and ideally in German (not a prerequisite)
- Team player with strong communication skills and independent work attitude
What we offer
- An open working atmosphere with highly skilled and highly motivated colleagues who take pleasure in their work
- A dynamic environment with flat hierarchies and extremely swift decision-making processes in which you will be challenged and supported
- The opportunity to work autonomously and play a role in shaping key processes and changes with your ideas
- A wide range of exciting projects and complex issues to which you can bring your innovative approaches and creative skills
If all this appeals to you and you are keen to contribute your ideas to our company, we look forward to meeting you. Please address your application to: hrdirekt@fms-wm.de
FMS Wertmanagement AöR
Human Resources
Prinzregentenstraße 56
D-80538 München
www.fms-wm.de
Email: hrdirekt@fms-wm.de