This is a new opportunity to join a leading German fintech company which is the largest credit marketplace in continental Europe. It is a great chance to join a growing team and develop your risk and quantitative skills, developing models across the Credit space. This role offers the kind of freedom and flexibility across the modelling function which most banks would not be able to offer. This organisation is at forefront of the digital banking revolution, who pride themselves on their working culture and forward thinking. They are looking for lead credit risk modelling experts who have hands on exposure developing/validating models across an array of portfolios.
Working on credit risk model development and validation for models such as PD, LGD, EAD models
You develop and monitor internal credit risk parameter models
You regularly validate the risk management system and the credit processes, structure the results in a structured manner and derive recommendations for action
Direct reporting to the Head of Credit Risk Modelling
Engineering or post-graduate in business/ statistics/ mathematics/ economics/ other quantitative disciplines from top tier educational institute.
You develop and monitor internal credit risk parameter model
Strong credit risk analytics and model development OR validation skills across PD,LGD,EAD/Pricing models/scorecard models
Used SAS tool - other knowledge across R, C++ or python would be a bonus.
Strong mathematical/statistical/data skills
You have at least three years of professional experience in finance, ideally you already worked at the interface to underwriting
Internal Number: 4933327
About Selby Jennings QRF
eFinancialCareers is a career site specializing in financial services.