Senior Functional / Credit Risk Methodology Analyst (m/w/d)

We are currently looking for an experienced Senior Functional / Credit Risk methodology Analyst.

Situation:
The Unity Finance Group project covers the IT adoption of the Finance Group owned applications for Financial Accounting, Tax and Regulatory Reporting to support the Private Bank forced migration approach from exBank to new Bank Group between 2020-2023.

Tasks:
+ Migration of as-is key figures like PD, CCF, LGD for RWA/EL/EC calculations and used risk methodology / algorithmics implemented within SAS logic to new used migrated exPostbank data
+ Further adoption of parameter calculation and methods, calculating and refining results for different risk and regulatory reporting demand
+ Audit-proven documentation and implementation of the solution in SAS
+ Very strong communication skills and knowledge to discuss about risk parameters with the SMEs and business

Must-Have:
+ deep knowledge of credit risk concepts,with proven practical experiences in areas of RWA / leverage ratio / IFRS9 (Impairment) / nDoD / FINREP / COREP / EL / EC mandatory
+ deep knowledge of banking products mandatory
+ deep understanding of data bases and data modeling / ERM diagrams mandatory
+ proven SAS and SQL knowledge proven by at least 2years own developments
+ practical experience with working with large data sets and able to perform own complex data analysis and root cause analysis about any deviation in calculation results
+ practical data analysis skills and data affinity, excellent accuracy to fulfil upcoming regulatory critical audits
+ precondition are very strong logical and structured thinking & working skills
+ fluent German & English

Were we able to arouse your interest? Then we look forward to receiving your informative expert profile, stating your hourly rate.