Senior Consultant (m/f/d) Risk Controlling Modelling & Data Science

  • Creditplus Bank AG
  • Offenbach, Germany
  • 14/06/2024
Full time Data Science Data Analytics Statistics Biostatistics Data Warehouse

Job Description

Headquarters Stuttgart
Full time
from now on

We make wishes possible - our mission is to enrich the lives of our customers and to make dreams come true with our financial services. We do not see ourselves as a typical bank, but as a lively community of designers who are not afraid to break new ground. We are all committed to topics with impact such as sustainability and digitization - whether at our headquarters in Stuttgart, at our location in Offenbach or in our 21 branches across Germany.

At Creditplus, we think bigger because we benefit from synergies with our (inter)national sister units and business units under the umbrella of Crédit Agricole. As you can see, we still like it family-like: with appreciation and team spirit, we work hand in hand to innovate financial services. And celebrate the big and small successes together. Goodbye monotonous everyday work. Hello, doable.

In our Risk Management & Regulatory Reporting team, you make a significant contribution to overall bank management. Are you ready for a career in which you set standards in risk management as part of a team of experts? As a smart head, your job is to identify, assess and manage potential risks in order to ensure the stability and sustainability of Creditplus.

For our Risk Management / Quantitative Risk Controlling department in Stuttgart or Offenbach, we are looking for a Senior Consultant (m/f/d) Risk Controlling Modelling & Data Science as of July 1, 2024 or earlier.

Goodbye boredom.
Hello, doable.
This is your job
  • Development, implementation and validation of statistical models and processes in Basel and IFRS 9 on PD, LGD & EL, with a focus on the IRB approach in retail business together with two team members
  • In close cooperation with the team of experts from our parent company, definition of the model, from the identification of relevant risk factors, data selection, implementation of segmentation and calibration
  • Accompanying regulatory audits and acceptance of models in the IRBA
  • Targeted integration into risk management in close cooperation with the credit department
  • Creation and periodic updating of model reports and documentation (backtesting of Basel and IFRS9 parameters – segmentation). Reporting of results and recommendations in various committees locally and in the Group
  • Conducting and coordinating stress tests
  • Preparation of risk analyses and risk reports
  • Validation and backtesting of models and scorecards
  • Participation in projects
Goodbye, jack of all trades.
Hello, doable.
That's you
  • Successfully completed studies in statistics, (business) mathematics, industrial engineering or economics with a quantitative focus
  • Proven professional experience in IRB modelling and quantitative analysis
  • Experience in programming (SQL, SAS, ideally R or Python)
  • Good knowledge of IRB regulation (CRR, CRD, EBA) and IFRS 9
  • Project experience in regulatory projects
  • very good knowledge of English
  • Analytical thinking skills and a structured, independent way of working
  • Objectivity and willingness to learn as well as a high degree of initiative

What we offer you

30 days vacation

And don’t forget the additional two bank holidays

Flexible working hours

Early bird or night owl? Work with us according to your rhythm

Further training

Whether soft skills or technical know-how: We offer you a wide range of further training options

Health

Our employees are important to us - that's why we support their physical and mental health with regular programs

Corporate fitness

Before work, during your break or after work: train for free in the gym on our company premises

Mobile working

Classic in the office or mobile - with us both are possible

Applying is so easy

1

Document check

You apply, preferably online using the form, and we will check your documents.

2

Preliminary discussion

We will contact you and arrange a telephone call to get to know each other.

3

Get to know

We invite you to an interview with your future team – either via video chat or on site.

4

Offer

You have convinced us and we are making you a job offer. And then it's: Welcome to the team!
Mareike Sailer

Human Resources

0711 66 06-7074
bewerbung@creditplus.de

Augustenstr. 7, 70178 Stuttgart