Job
- Level
- Experienced
- Location
- Eschborn
- Working Model
- Hybrid, Onsite
- Job Field
- Software
- Employment Type
- Full Time
- Contract Type
- Permanent employment
Job Summary
In this role, you will design and develop automated risk models, monitor their adequacy, support the validation process, and implement new methods for risk measurement.
Job Technologies
Your role in the team
- In your role as an expert in risk model development, you will be responsible for the conception, development, and implementation of innovative, largely automated, and integrated decision systems for our volume business and new markets.
- You work on methods and tools for measuring, quantifying, and classifying risks, and ensure their maintenance and further development to meet economic and regulatory requirements, particularly for IRB approval.
- You are responsible for independently monitoring the employed methods for appropriateness and specificity in accordance with regulatory requirements (CRR).
- You play a key role in the annual validation process - from data preparation and analysis to the creation of the validation document.
- You are also responsible for independently maintaining the documentation for the methods used to determine default probabilities and loss rates.
- You are responsible for independently further developing and redesigning existing methods as well as calibrating them according to regulatory and economic requirements.
- The ongoing monitoring of methodological developments from regulatory, economic, and statistical-mathematical perspectives is also part of your responsibilities.
- Your role is rounded off with the performance of tasks during the annual review and year-end closing process in accordance with MaRisk for methodology review.
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Our expectations of you
Education
- With a completed university degree in the fields of Mathematics, Physics, Computer Science, or Economics (with a focus on Statistics or similar), you bring the necessary theoretical know-how.
Qualifications
- Good knowledge of MS Office, databases, as well as programming languages such as SQL, VBA, R, or SAS, complete your profile.
Experience
- You have gained at least 3 years of professional experience in a relevant environment, ideally in the credit and leasing business.
- You possess excellent mathematics and statistics skills as well as experience in the application and development of risk measurement methods.
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What we offer
- The position is to be filled full-time at the Eschborn location (Rhein-Main area) starting from 01.01.2027.
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Benefits
Health, Fitness & Fun
Work-Life-Integration
Higher Take-Home Pay
Topics You Will Work On
Job Locations
About Your Employer
Volksbank eG
Wir sind eine marktorientierte, wachsende und innovative Genossenschaftsbank. Mit einer Bilanzsumme von rund 2,1 Mrd. Euro, 350 Mitarbeiterinnen und Mitarbeiter sowie 109.000 Kunden an 27 Standorten ist die Volksbank eG zukunftsorientiert aufgestellt.
Description
- Company Size
- 250+ Employees
- Founding Year
- 1884
- Company Type
- Established Company
- Working Model
- Hybrid, Onsite
- Industry
- Banking, Finance, Insurance
Expert in developing risk models
- Location
- Eschborn
- Working Model
- Hybrid, Onsite
- Diversity
- Open for all genders
