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AVP Credit Risk Manager

  • Job type: Permanent
  • Location: Hamburg
  • Salary: Competitive
  • Job reference: 448763/003_1567591527
  • Sector: Selby Jennings, Risk Management
  • Date posted: 04/09/2019
A Tier 1 Bank in Hamburg are looking to fill an AVP Credit Risk management role working within the Retail Portfolio or credit cards business. As Credit Risk officer your main responsibilities are developing and implementing policies and procedures as well as internal models that reduce credit risk for the institution.

Responsibilities will include:
*Working with data and exploring/modifying analysis based on observations and market knowledge to drive the Loans Risk Strategy for Germany.
*Scorecard modelling, providing a quantitative estimate of the probability that a consumer will display a defined behaviour.
*Being responsible for ensuring that we maintain return hurdles and drive optimised strategies within approved risk appetite.
*Building necessary business consensus for the actions necessary to keep the portfolio healthy and within risk appetite.

Requirements:
*Experience in data science or advanced analytics (> 5 years).
*You will have a Strong programming background in one or more statistical computing languages: SAS(Statistical Analysis System), SQL(Structured Query Language), Python, R.
*English speaking, no German required.
*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.
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