Hybrid Senior Risk Manager, Modeling & Data Science

Posted 3 weeks ago

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About the role

  • Senior Risk Manager in financial services focusing on risk modeling and regulatory compliance. Contributing to the overall risk management and reporting for the organization with expert teams.

Responsibilities

  • Maintenance of risk models in accordance with current regulatory requirements of the IRBA (Internal Ratings-Based Approach), including all associated analyses in collaboration with the parent company’s expert team
  • Responsibility for cooperation with supervisory authorities and internal audit bodies, for example in the context of ECB review processes
  • Preparation and periodic updating of model reports and documentation (backtesting of Basel and IFRS 9 parameters)
  • Responsible for credit risk reporting, in particular preparing and presenting results and recommendations to various local and group-level committees
  • Coordination and execution of stress tests
  • Preparation of risk analyses and risk reports
  • Leading and contributing to projects related to regulatory issues

Requirements

  • University degree in statistics, (business) mathematics, physics, industrial engineering, or an economics degree with a quantitative focus
  • Several years of professional experience in risk modelling
  • Strong programming skills for statistical modelling (R, SAS or Python)
  • Good knowledge of IRB regulation (CRR, CRD, EBA) and IFRS 9
  • Experience managing projects in a regulatory context
  • Analytical thinking, structured and very independent way of working
  • Very good MS Office skills
  • Very good English skills

Benefits

  • 30 days of vacation and, not to forget: the additional public holidays on 24 and 31 December
  • Attractive compensation package: 13 monthly salaries, annual bonus, capital-forming benefits
  • Location flexibility: up to 60% remote work and Workation
  • Subsidy for the Deutschlandticket (German public transport pass)
  • Flexible working hours with an attractive flexitime model
  • Meaningful work: our social and environmental commitment is reflected in our involvement in numerous valuable ESG and CSR projects aimed at improving life for people and the environment
  • Work & Life: with our partner voiio (Employee Assistance Program) we support you in professional and private matters. From everyday questions to emergency assistance — coaching, referrals, live events and many other great offerings
  • Development: whether soft skills or technical expertise — we invest in your development with tailored training, conferences, LinkedIn Learning and much more
  • Health: our employees are important to us — therefore we support their physical and mental health with various health offerings such as preventive check-ups and health days
  • Before work, during lunch or after hours: train for free at the fitness studio on our company premises
  • For our community: look forward to summer party, Christmas party and team events
  • Attractive employee benefits: subsidy for healthy employee meals in the office, free water, coffee & tea, regular fruit and vegetable baskets, bike leasing, employee referral program, Corporate Benefits, employee loans
  • Company pension scheme and opportunity to participate in company shares at preferential rates

Job title

Senior Risk Manager, Modeling & Data Science

Job type

Experience level

Senior

Salary

Not specified

Degree requirement

Bachelor's Degree

Tech skills

Location requirements

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