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Core Competencies
Role fitCore Competencies
Use this summary to align your resume positioning with the role.
Demonstrates expertise in developing and testing credit risk models, including PD, LGD, and EAD/CCF models under the IRB approach, while effectively interpreting regulatory requirements and managing stakeholder expectations. Proficient in programming with Python and SQL, and experienced in collaborative development practices.
Highest-signal resume keywords
Credit Risk Model DevelopmentPython ProgrammingSQL ProficiencyIRB Requirements KnowledgeStakeholder Management
ATS Keywords
Tailor your resumeApplicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard Skills
Credit Risk ModelingStatistical AnalysisModel CalibrationData InterpretationQuantitative Analysis
Soft Skills
Collaborative Working StyleConfidence in Presenting ResultsStakeholder Management
Tools & Technologies
SASRGitDatabricksAWSAzure
Certifications & Qualifications
FRMCFAPRM
Industry Keywords
Financial Risk ManagementIFRS 9EBA GuidelinesECB Guide to Internal ModelsClimate and ESG Risks
Tech Stack
Tools & technologiesAWSAzureCloudPythonSQL
About the role
Key responsibilities & impact- Supporting clients across a range of financial risk management projects
- Developing and testing credit risk models
- Interpreting regulatory requirements and translating them into practical solutions
- Working with data and code
- Developing PD, LGD, and EAD/CCF models under the IRB approach, including risk differentiation, calibration, and margin of conservatism (MoC)
- Building and enhancing IFRS 9 ECL models, including staging, SICR criteria, lifetime PD, and forward-looking scenarios
- Contributing to stress-testing models for ICAAP and supervisory stress tests
- Applying the CRR, EBA guidelines, the ECB Guide to Internal Models, and MaRisk to specific modeling decisions
- Developing and documenting models for internal validation, audits, and supervisory reviews
- Working closely with colleagues and client teams
- Conducting peer code reviews
- Managing stakeholder expectations and explaining quantitative results to model owners and risk management teams
- Contributing to focused project progress
Requirements
What you’ll need- Quantitative background in financial risk management
- Master’s degree or PhD in mathematics, statistics, econometrics, physics, or a related field
- Two to five years of experience in financial risk management, including credit risk model development
- Excellent programming skills in Python and SQL, as well as SAS or R
- Proficiency with version control (Git), including branching, code reviews, and collaborative development in shared repositories
- Sound knowledge of IRB and IFRS 9 requirements
- Confidence presenting quantitative results and managing stakeholder expectations
- Collaborative working style and willingness to contribute ideas within the team
- Business-fluent German and English, both written and spoken (at least C1 level)
- Experience with audits by BaFin, Deutsche Bundesbank, or the ECB is a plus
- Experience with cloud and data platforms such as Databricks, AWS, or Azure is a plus
- Knowledge of climate and ESG risks in credit risk modeling is a plus
- FRM, CFA, or PRM certification is a plus
Benefits
Comp & perks- Option to work from the Frankfurt or Munich office, or remotely
- Collaboration within an international team
- Peer code reviews and collaborative development
- Opportunity to contribute your own ideas
- Work on a diverse range of projects for financial institutions across Europe and the Nordic countries