Senior Credit Risk Model Developer

Eckdaten der angebotenen Stelle

ArbeitgeberCarter Wahlberg
Postleitzahl
OrtFrankfurt
BundeslandHessen
Gepostet am01.05.2025
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:

  • 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.