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