(Senior) Business Expert for ESG Risk

vor 4 Monaten


Frankfurt, Deutschland Commerzbank AG Deutschland Vollzeit

Du liebst Herausforderungen und gehst Fragestellungen gerne quantitativ an? Monte Carlo ist für dich nicht nur der Ort einer Rallye? Dann bist du bei uns genau richtig

Unser Cluster Risk Models & Calculations bietet als Teil der Key Area Big Data & Advanced Analytics viele spannende und fordernde Aufgaben rund um die Modellierung von Kredit- und operationellen Risiken, sowie Klimarisiken. Des Weiteren entwickelt unser Cluster in internationalen Teams in Frankfurt und Lodz die dazugehörigen IT-Anwendungen, berechnet und berichtet den Kapitalbedarf und Stresstesting Ergebnisse.

Bewirb dich für diese Aufgabe, wenn du Freude daran hast, Fragestellungen zu analysieren, Lösungen zu entwickeln und Herausforderungen in einem engagierten Team zu meistern.

Als Business Expert bist du verantwortlich für die Weiterentwicklung der Methodik zur Berücksichtigung von ESG-Risiken im Kreditprozess. Deine Offenheit für quantitative Fragestellungen und neue Modellierungsansätze ermöglicht dir, deine mathematisch-methodischen Kenntnisse im Rahmen von innovativen Projekten weiterzuentwickeln. Dabei arbeitest du in einem internationalen und vielfältigen agilen Team von prozessverantwortlichen Business Experts, IT-Entwickler*innen und Methodiker*innen. Du übernimmst die End-to-End Verantwortung für deine Modellkomponenten. Dies umfasst unter anderem:

Empirische Datenanalyse mittels moderner mathematisch-statistischer Methoden Hinterfragen verschiedener Modellierungsansätze in Hinblick auf Anwendbarkeit und Auswirkung auf die Banksteuerung Eigenverantwortliche und flexible Entwicklung eigener Ideen Begleitung der technischen Umsetzung Ad-hoc Analysen aufgrund von politischen oder wirtschaftlichen Ereignissen Reporting an Management und Komitees Austausch mit Modell-User und Aufsicht Gemeinsame Priorisierung der Aufgaben mit Product Owner Master- oder Diplomabschluss in Mathematik, Informatik, Naturwissenschaften oder vergleichbare Qualifikation, gerne auch mit Promotion Sehr gute mathematisch-statistische Kenntnisse, z.B. multivariate Statistik oder stochastische Prozesse Erfahrung in der Anwendung moderner Programmiersprachen wie R oder Python Interesse an Datenanalyse und Data Science; idealerweise Kenntnisse in SQL Erste Erfahrungen mit ESG-Risiken sind von Vorteil Ausgeprägte analytische Fähigkeiten, Innovationsfähigkeit, konzeptionelles und lösungsorientiertes Arbeiten sowie Fähigkeit, klar zu kommunizieren Hochmotivierte*r Teamplayer*in mit Lust, in standortübergreifenden Teams zu arbeiten Offenheit für die agile Arbeitsweise Sehr gute Deutsch- und Englischkenntnisse

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