Senior Credit Risk Modelling (m/f/d)

Stellenbeschreibung:

We are supporting a well‑established financial institution; I am currently helping the risk management leadership team strengthen their Quantitative Risk Controlling function. The team is looking for an experienced professional who enjoys working at the intersection of modeling, regulation, and strategic decision‑making in retail credit risk.

Key Responsibilities

Design, update, and oversee retail credit risk models in accordance with IRB/IRBA standards and evolving regulatory expectations
Conduct stress testing activities and scenario‑based analyses to assess portfolio resilience
Prepare comprehensive risk analyses, dashboards, and management reports to support steering and capital planning
Develop and maintain high‑quality model documentation, including regular validation and back‑testing of Basel and IFRS 9 parameters
Present insights, findings, and recommendations to local and group committees, translating technical results into clear messages
Act as a primary interface for regulatory bodies and internal audits, including contributions to ECB‑related reviews
Lead or actively support initiatives and projects with a strong focus on regulatory change, methodology, or data topics

Your Background

Academic degree in a quantitative discipline such as statistics, mathematics, physics, economics, or engineering
Multiple years of practical experience in credit risk modeling, ideally within retail banking or consumer finance
Strong hands‑on experience with statistical programming tools such as Python, R, or SAS
In‑depth understanding of regulatory frameworks including CRR, CRD, EBA guidelines , and IFRS 9
Experience working in or leading projects within a supervisory or regulatory context
Structured, analytical mindset with the ability to work independently and take ownership of complex topics
Confident user of MS Office applications, particularly for analysis and presentation purposes
Very good English skills; able to communicate effectively in an international environment