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Wir nehmen unsere Ver­ant­wor­tung gegenüber Wirtschaft und Gesellschaft sehr ernst. Deshalb sehen wir es als unsere Ver­ant­wor­tung, mit mod­er­nen und inno­v­a­tiv­en Gov­er­nance- und Com­pli­ance-Stan­dards die Werte unser­er Bank zu leben.

Respon­si­ble Bank­ing heißt für uns Fair­ness, Sicher­heit und Sta­bil­ität. Wir wollen nicht nur die rechtlichen Vor­gaben ein­hal­ten, son­dern auch die gesellschaftlichen Erwartun­gen best­möglich erfüllen.

Für unser Team suchen wir:

Senior/Expert Quantitative Credit Risk Analyst (f/m/x)

What you can expect:

The position is within the department Risk Methods and Analytics (RMA), here especially in customer credit risk analytics, which is part of the division Risk Controlling. The core competences of the customer credit risk analytics stream are designing, estimating and maintaining of credit risk models.

In order to strengthen our team we are looking for a person with a very strong quantitative background in credit risk methods able to fulfill the following tasks.

 

  • Develop group-wide non-retail rating models
  • Model and estimate risk parameters (non-retail) used for pricing, Risk Weighted Asset (RWA) calculation and portfolio steering, e.g. Probability of Default, Loss Given Default and Credit Conversion Factor
  • Develop and maintain IFRS 9 models and parameters
  • Handle data from relevant systems like e.g. the Rating Database, the Default Database, the RWA system etc.
  • Execute independently development projects including communication with internal and external parties in agreement with the head of unit

What you bring to the table:

  • Quan­ti­ta­tive and/or finance back­ground (math­e­mat­ics, sta­tis­tics or eco­nom­ics with a quan­ti­ta­tive empha­sis on bank­ing and finance)
  • Advanced aca­d­e­m­ic degree desir­able (MSc, PhD, Dr.)
  • Min­i­mum of 5 years’ expe­ri­ence in a quan­ti­ta­tive role in cred­it risk
  • Knowl­edge and expe­ri­ence in the fields of rat­ing mod­el devel­op­ment, sta­tis­ti­cal mod­el build­ing, quan­ti­ta­tive finance, Basel II/III
  • Excep­tion­al numer­i­cal and data han­dling skills, e.g. R, SQL, Python, Excel
  • Excel­lent com­mand of English
  • Strong ana­lyt­i­cal and prob­lem solv­ing skills paired with the abil­i­ty of strate­gic think­ing and decision-making
  • Abil­i­ty to com­mu­ni­cate to a non-tech­ni­cal audi­ence includ­ing nego­ti­a­tion with inter­nal and exter­nal par­ties (mod­el users, busi­ness, inter­nal audit, regulators)
  • Team play­er, high task com­mit­ment, inde­pen­dent work­ing style

What we offer:

  • You’ll work in an inter­na­tion­al team at a lead­ing bank
  • You’ll ben­e­fit from flex­i­ble work­ing arrange­ments and deter­mine your own work-life balance
  • You’ll ben­e­fit from the very lat­est in tai­lored pro­fes­sion­al development
  • You’ll earn an appro­pri­ate salary start­ing at EUR 60.000,- gross p.a. incl. overtime

RBI AG is com­mit­ted to cre­at­ing a diverse envi­ron­ment and is proud to be an equal oppor­tu­ni­ty employ­er. All qual­i­fied appli­cants will receive con­sid­er­a­tion for employ­ment with­out regard to age, eth­nic­i­ty, race or col­or, nation­al ori­gin, reli­gion, polit­i­cal or oth­er opin­ion, gen­der, sex­u­al ori­en­ta­tion or disability.

Senior/Expert Quan­ti­ta­tive Cred­it Risk Analyst

We are look­ing for­ward to receiv­ing your online application!

jobs.rbinternational.com

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