Senior Credit Risk Model Developer
Eckdaten der angebotenen Stelle
Arbeitgeber | Carter Wahlberg |
Postleitzahl | |
Ort | Frankfurt |
Bundesland | Hessen |
Gepostet am | 01.05.2025 |
Remote Option? | - |
Homeoffice Option? | - |
Teilzeit? | - |
Vollzeit? | - |
Ausbildungsstelle? | - |
Praktikumsplatz?? | - |
Unbefristet? | - |
Befristet? | - |
Stellenbeschreibung
Our client offers a unique working environment that combines the best of both worlds: the stability and security of an established firm with over 25 years of market presence, alongside the innovation, flexibility, and agility of a start-up culture.
YOUR RESPONSOBILITIES:
YOUR PROFILE:
WHY THIS ROLE?
YOUR RESPONSOBILITIES:
- Design and development of Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) models in compliance with regulatory requirements (Basel).
- Application of advanced statistical and machine learning techniques for model estimation, calibration, and validation.
- Performing data extraction, cleansing, and analysis using tools such as SAS, R, Python, or SQL.
- Development of robust data pipelines for model development
- Presenting model methodologies, results, and recommendations to stakeholders in a clear and concise manner.
- Leading and managing end-to-end model development projects, ensuring timely delivery and high-quality outcomes.
YOUR PROFILE:
- Master’s or PhD in a quantitative field such as Mathematics, Statistics, Economics, Physics, or Computer Science.
- Minimum of 3-5 years of experience in developing IRB models or other credit risk models within the financial services industry.
- Proficiency in programming languages such as Python, R, SAS, or SQL.
- Strong written and verbal communication skills in German and ability to assess technical information and present key findings
- Desire to perform, natural curiosity and an ability to assimilate new skills quickly
WHY THIS ROLE?
- A collaborative and innovative work environment that fosters professional growth.
- The opportunity to work with leading financial institutions on high-impact projects.
- Competitive compensation and benefits tailored to attract top talent.
- Flexibility to work in a hybrid or remote setup.