Senior Risk Modeling & Data Analytics Spezialist (m/f/d)

Senior Spezialist (m/w/d) Risk Modeling and Data Analytics is responsible for the new and further development of quantitative assessment models that are used for risk management purposes and for monitoring the overall-bank-related risk-bearing capacity, as well as their implementation and ongoing review over the entire model lifecycle. Other tasks include: Procurement, structuring and consolidation of data from different internal and external sources. Active expansion and further development of the relevant risk data balances with demand collection, requirement management and implementation management including test and acceptance. Implementation and preparation of ad hoc data analyses and simulations (e.g. for planning/forecast, credit scoring and risk assessments), as well as their presentation. Definition of standard processes for data analysis projects. Data-based derivation of measures and action recommendations for operational credit risk management Evaluation and development of an innovative method kit for the further development and optimization of risk management, technical control in implementation in the corresponding application systems Design and implementation of validation concepts for CRM (e.g. credit models, models for expected and unexpected loss assessment, risk provision) Monitoring the stress test methodology across all types of risk, regular assessment of the models and methods used Participation in projects related to risk management systems within the CRM and across areas (e.g. automated credit decision) or with portfolio risk coverage (e.g. securitisation) Contact person for internal stakeholders (e.g. top management) for risk data modeling, data analysis projects and preparation of decision templates for the Bank's bodies.

You have a degree in mathematics, physics, computer science or economics with a quantitative focus (e.g. econometry) or a comparable qualification You already bring relevant professional experience in the evaluation of statistical data (econometry), IT/programming knowledge in relevant software (e.g. Python, R, SAS) and method competence for data modelling and statistical forecast models with You act as a specialist in carrying out analyses and have already contributed to the development of systems for failure probabilities as well as the analysis of scoring systems and the derivation of system improvements You have the ability to optimize existing processes, develop new processes, and make operational and professional decisions that affect the work of your group You are well known for your social competence and strong communication skills with internal and external stakeholders Very good knowledge of German and English complete your profile

We offer you an attractive compensation package, which includes numerous other services, such as: Modern office space with mesa and roof terrace at our new campus in Barmbek-Nord Optional mobile work Flexible working time 30 days holiday per year Grant for the Deutschlandticket Assets Occupational pension Consistent employee development Effective health management including various sports cooperations, bike leasing, well-pass