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Quantitative Risk Management Specialist

vor 2 Monaten


Garching bei München, Bayern, Deutschland Deutsche Pfandbriefbank Vollzeit
About the Role

We are seeking a highly skilled Risk Model Specialist ICAAP Analytics to join our team at Deutsche Pfandbriefbank. As a key member of our risk management team, you will be responsible for developing and maintaining risk models and methodologies to support our internal capital adequacy process (ICAAP) and risk management framework.

Key Responsibilities
  • Develop and maintain risk models and methodologies to quantify and manage risk exposures.
  • Conduct scenario analyses to support business planning and stress testing initiatives.
  • Collaborate with stakeholders to implement regulatory requirements and ensure compliance.
  • Perform regular risk quantification and risk coverage assessments.
  • Support the development and maintenance of the bank's recovery plan.
  • Assist with reporting and analysis of ICAAP calculations.
Requirements
  • Master's degree in a quantitative field such as mathematics, statistics, or economics.
  • Proven experience in risk management, financial modeling, and data analysis.
  • Strong knowledge of regulatory requirements for banks and financial institutions.
  • Advanced skills in statistical modeling and data analysis.
  • Proficiency in MS Office and programming languages such as SAS, R, and SQL.
  • Excellent communication and teamwork skills.
What We Offer
  • A dynamic and collaborative work environment.
  • Opportunities for professional growth and development.
  • A competitive salary and benefits package.
  • A flexible and remote work arrangement.
  • Access to cutting-edge technology and tools.