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AVP Credit Risk

  • Job type: Permanent
  • Location: Hamburg
  • Salary: Competitive
  • Job reference: 484513/002_1568022561
  • Sector: Selby Jennings, Risk Management
  • Date posted: 09/09/2019
A global leader as a credit cards provider and consumer loans business is actively seeking a high-motivated credit risk Assistant Vice-President to join their credit risk management team in Hamburg. You will take ownership of creating and improving credit risk processes, overseeing the successful implementation of internal models. This is an incredible opportunity to further your experience in an internationally recognised brand.

RESPONSIBILITIES:
*Creation and implementation of scorecard models
*Applying credit risk models using PYTHON and SASS
*Identifying and resolving implications with credit risk models
*Managing and implementing statistical modelling to optimise assets

IDEAL REQUIREMENTS:
*3-5 years' experience working in credit risk for retail banks
*Experience in data science or advanced analytics (> 5 years)
*Solid expertise using core statistical learning algorithms including linear regression, logistic regression, and advanced machine learning models (Random Forest, Gradient Boosting, SVM, PCA, clustering, etc.)
*Experience in end-to-end statistical model development, past working experience retail credit risk modelling is preferred
*Ability to explain complex models and analysis in diverse cross-functional discussions with Commercial, Bureaus, Technology, Finance, Operations, internal and external auditors.
*Strong programming background in one or more statistical computing languages: SAS, SQL, Python, R.
*English speaking, no German required

If you are interested in this incredible opportunity, then please do not hesitate to get in touch with Selby Jennings Berlin.
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