Beschreibung
Risk Methodology Specialist (m/f/d)
Reference: -en
Start: asap
Duration: 12 MM++
Main tasks:
- Development of a quantitative, automated rating methodology for wholesale portfolios, replacing the existing qualitative, expert-based rating methodologies
- Development of a quantitative, automated rating methodology for wholesale portfolios, replacing the existing qualitative, expert-based rating methodologies
- Extensive use of data analysis and statistical methods (classification, regression) for quantifying credit risk measurement
- Documentation according to regulatory standards – in particular SR1107Impact assessment and model testing
- General project management including preparing and maintaining project plans, preparing presentations etc.
Main qualifications
- Detailed knowledge of credit risk management (e.g. credit risk assessment and modeling of credit risk parameter probability of default) as well as proven experience with quantitative credit risk management
- Experienced user of statistical software packages (e.g. SAS, R) as well as experience in data analysis and data mining
- Flexibility with respect to learning new skills and the ability to work also under stressful circumstances efficiently and diligently is required
- Strong analytical skills and ability to efficiently solve problems independently and proactively
- Excellent written and verbal skills in German and English
- Graduate degree in mathematics, statistics, quantitative economics or physics
Main advantages:
- A very renowned company
- Good infrastructure
About us:
True financial experts are rare – and in great demand. They also command a high price on the job market. We open doors for financial specialists in fields such as accounting, controlling, corporate banking, interim management, risk management and treasury. By drawing on your interests and experience, we will find the right job for you, because with us, specialists find their ideal working environment – all completely free of charge. Register with us and reap the benefits of job offers that are both interesting and relevant to your skills and experience.
My contact at Hays:
My contact person:
Sabrina Kern
Referencenumber:
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