Job
- Level
- Senior
- Location
- Hamburg
- Working Model
- Hybrid, Onsite
- Job Field
- Data
- Employment Type
- Full Time
- Contract Type
- Permanent employment
Job Summary
In this role, you will develop quantitative risk assessment models and conduct data analyses to derive actionable recommendations for credit risk management while optimizing existing processes.
Job Technologies
Your role in the team
- As a Senior Specialist (m/f/d) in Risk Modeling and Data Analytics, you are responsible for the development and enhancement of quantitative valuation models used for risk management purposes and for monitoring the bank's overall risk-bearing capacity, as well as their implementation and ongoing review throughout the entire model lifecycle.
- Your additional tasks include:
- Procurement, structuring, and consolidation of data from various internal and external sources. Active expansion and further development of relevant risk data inventories with needs assessment, requirements management, as well as implementation support including testing and acceptance.
- Execution and preparation of ad hoc data analyses and simulations (e.g., for planning/forecasting, credit scoring, and risk assessments), as well as their presentation. Definition of standard processes for data analysis projects.
- Data-driven derivation of measures and action recommendations for operational credit risk management
- Evaluation and development of an innovative method toolkit for the further development and optimization of risk management, technical oversight during implementation in the respective application systems
- Design and implementation of validation concepts for CRM (e.g., credit models, models for expected and unexpected loss estimation, risk provisioning)
- Monitoring of the stress testing methodology across all risk types, regular appropriateness review of the models and methods used
- Participation in projects related to risk management systems within the CRM and cross-divisional (e.g., automated credit decision) or with portfolio risk reference (e.g., securitizations)
- Contact person for internal stakeholders (e.g., top management) regarding risk data modeling, data analysis projects, and preparation of decision templates for the bank's committees.
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Our expectations of you
Education
- You have a completed degree, e.g., in Mathematics, Physics, Computer Science, or Business Administration with a quantitative focus (e.g., Econometrics) or an equivalent qualification.
Qualifications
- You act as an expert in conducting analyses and have already contributed to the development of systems for failure probability, as well as the analysis of scoring systems and the derivation of system improvements.
- You possess the ability to optimize existing processes, develop new processes, and make operational and technical decisions that affect your own team's work.
- You are known for your social skills and strong communication abilities with internal and external stakeholders.
- Excellent German and English skills complete your profile
Experience
- You already have relevant professional experience in the analysis of statistical data (econometrics), IT/programming skills in relevant software (e.g., Python, R, SAS), and methodological expertise in data modeling and statistical forecasting models.
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What we offer
- We offer you an attractive compensation package that, in addition to a market-oriented salary, includes numerous other benefits, such as:
- Modern office spaces with a cafeteria and rooftop terrace at our new campus in Barmbek-Nord
- Optional Mobile Work
- Flexible working hours
- 30 days of vacation per year
- Subsidy for the Germany Ticket
- Capital-forming benefits
- Company pension scheme
- Consistent Employee Development
- Effective health management including various sports collaborations, bike leasing, Wellpass
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Topics You Will Work On
Job Locations
About Your Employer
BDK
Die Bank Deutsches Kraftfahrzeuggewerbe ist die zweitgrößte unabhängige Autobank Deutschlands. Unser Portfolio reicht von der Kfz-Finanzierung über Privat-Leasing bis hin zu Versicherungsprodukten und Händlerfinanzierung.
Description
- Company Size
- 50-249 Employees
- Company Type
- Established Company
- Working Model
- Hybrid, Onsite
- Industry
- Banking, Finance, Insurance
Senior Risk Modeling & Data Analytics Specialist
- Location
- Hamburg
- Working Model
- Hybrid, Onsite
- Diversity
- Open for all genders
