Risk Analyst (m/w)

D-7

asap

Festanstellung

für unseren namhaften Kunden sind wir derzeit auf der Suche nach einem

Risk Analyst (m/w)


Your Tasks will be:

- Enhancement of risk quantification methods for the assessment of credit risk reserve levels with special focus on drafted new Impairment Standard according to IFRS 9
- Enhancement of risk parameters to Lifetime Expected Loss Parameters
- Calibration of impairment-related risk parameters for international Financial Services companies according to available customer data and portfolio Segmentation
- Enhancement of risk parameter validation methods with special focus on new IFRS impairment requirements; preparation and presentation of validation results to Regional Credit Risk Provisioning Committees
- Process design of centralized credit reserves calculation; support of implementation of centralized solution
- Enhancement of global provisioning rules and procedures in close cooperation with Accounting & Financial Reporting
- Major support of international roll-out of new impairment rules according to IFRS 9
- Contact person for markets and central departments in Finance & Controlling area with respect to impairment rules, calculation methods and processes

Must:

- Masters Degree/Diploma in Business Administration of Economics (with a strong focus on quantitative methods), in Applied Mathematics or comparable education
- At least two years experience in Risk Quantification (e.g. Risk Controlling, Auditing, postgraduate/doctoral studies)
- Experience in credit risk parameter modelling
- Profound analytical, conceptual and methodological competencies
- Basic knowledge of IFRS impairment regulations
- Ideally first experience in managing sub-Projects
- Fluency in English, preferably also in German
- Experience in statistical data analysis; solid knowledge in MS Office
- Affinity to work in an international and multicultural Environment
- Strong communication and relationship building skills to engage with a wide range of stakeholders on all levels of the organization
- Strong ability to work independently, responsible and self-driven
- Strong teamplayer

s.o.

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