Credit Risk Analyst

Credit Risk Analyst (m/f/d)

Salary: Competitive and based on experience

Location: Frankfurt

Keywords: credit risk models, portfolio management, risk modelling, statistical programming, IFRS 9

A leading FinTech organisation in Frankfurt is seeking a Credit Risk Analyst (m/f/d) to join their collaborative team and play a pivotal role in shaping the future of credit risk management. This opportunity offers you the chance to work at the forefront of financial technology, where your expertise will directly influence lending strategies and portfolio performance. You will be part of an inclusive environment that values knowledge sharing, professional growth, and supportive leadership. The organisation is committed to providing flexible working opportunities and ongoing training, ensuring you have the resources needed to thrive both personally and professionally. If you are passionate about quantitative analysis and eager to make a meaningful impact within a forward-thinking company, this position promises both challenge and reward.

What you'll do:

• Create and enhance sophisticated credit risk models including Probability of Default (PD), Exposure at Default (EAD), Loss Given Default (LGD), and IFRS-compliant frameworks to support robust decision-making.
• Develop comprehensive scoring frameworks and lending criteria that align with regulatory requirements and business objectives.
• Refine strategies for effective credit risk management across diverse portfolios, ensuring risks are identified early and mitigated appropriately.
• Oversee the entire credit portfolio by continuously monitoring performance metrics, identifying emerging risks, and uncovering new opportunities for optimisation.
• Collaborate closely with the credit operations team to ensure seamless alignment between risk management initiatives and broader organisational goals.
• Conduct thorough validation of risk models using advanced statistical techniques, ensuring accuracy and compliance with industry standards.
• Prepare detailed reports and presentations for senior stakeholders, translating complex data into actionable insights that inform strategic decisions.
• Stay up-to-date with evolving regulatory requirements such as IRB (CRR, CRD, EBA) and IFRS 9, integrating these into daily practices to maintain compliance.
• Utilise advanced programming skills in R, SAS or Python to automate processes, analyse large datasets, and improve model efficiency.
• Support cross-functional projects by providing expert advice on credit risk issues, fostering a culture of shared knowledge and continuous improvement.

What you bring:

• Successfully completed degree in statistics, business mathematics, physics, industrial engineering or economics with a quantitative focus provides a solid foundation for analytical tasks.
• Several years of professional experience in risk modelling or risk model validation ensures you can contribute effectively from day one.
• Advanced programming skills in statistical modelling using R, SAS or Python enable efficient data analysis and process automation.
• Good knowledge of IRB regulation (CRR, CRD, EBA) as well as IFRS 9 is essential for maintaining compliance within the role.
• Analytical thinking combined with a structured approach allows you to tackle complex problems methodically.
• Highly independent working style demonstrates your dependability while still thriving within collaborative teams.
• Excellent MS Office skills facilitate clear communication through reports and presentations.
• Excellent English language proficiency; German language skills at least B2 level are required for local engagement.