AVP - Capital & Credit Risk(gn)
For our client, a leading global universal bank with its European headquarters in Frankfurt, we are currently looking for an AVP - Credit & Capital Risk (gn) to strengthen the team.
Tasks:
- Assist in the annual ICAAP process, including scenario design, stress testing, capital projection, and risk quantification.
- Contribute to ICAAP reporting by producing detailed analyses on capital adequacy and risk sensitivity.
- Conduct portfolio risk assessments across credit exposures, concentration risks, and sector-specific vulnerabilities.
- Analyze portfolio trends, model stress test impacts, and identify mitigation strategies.
- Support the quantification and validation of risk models using industry standards and regulatory guidelines.
- Evaluate model performance and report on model risks, working closely with the Model Validation team.
- Perform data extraction, transformation, and analysis using SQL, Alteryx, and Python to create actionable insights.
- Develop automated processes for data reporting and visualization, ensuring data accuracy and integrity.
- Prepare clear, concise risk reports for senior management and regulatory submissions.
- Ensure that capital adequacy and credit risk practices align with regulations and standards.
- Support compliance reviews, audits, and regulatory interactions related to capital and credit risk mana
Requirements:
- Educated to degree level with a quantitative or technical profile
- Knowledge of risk management frameworks and experience in supporting their implementation, particularly in credit and capital risk management
- Basic understanding of credit risk management standards
- Experience in handling, managing, analyzing and reporting risk data
- Understanding of quantitative measurement techniques used in credit risk and capital management
- Knowledge of risk regulations, in particular MaRisk
- Familiarity with data analysis and reporting tools
- Strong knowledge of SQL and database structures
- Ability to build strong working relationships Experience of working in an international environment
