AVP I Strategic & Credit Risk Management (DATA ANA/ Credit And Capital Risk Junior Manager)

Company description

Our client is one of the world's largest banks by assets with over 100,000 employees in more than 40 countries, including over 2,000 employees in the EMEA region.

The client's wholly owned European subsidiary is a universal bank with its head office in Frankfurt and branches in Düsseldorf, Amsterdam, Dublin, Madrid, Milan, Paris, and Prague. This subsidiary offers a comprehensive range of wholesale banking products as well as capital markets and securities products, providing a robust portfolio of financial services within the European Economic Area.

Our client is a proud signatory of the HM Treasury Women in Finance Charter. Committed to equal opportunity, they welcome applicants from all backgrounds. They are also an inclusive employer and are open to exploring flexible and agile working patterns where appropriate.

Purpose of job

This role is responsible for assisting and supporting other members of the risk management team in the design, implementation and execution of the credit risk and capital management framework.

Responsibilities

  • Support the implementation and execution of all components of the Bank's credit risk management, focusing on the portfolio reporting framework.

  • Support the delivery and maintenance of the Bank's credit portfolio-related reporting.

  • Handle and manage risk data for strategy, planning, and credit and capital risk management.

  • Assist in monitoring the regulatory and legal environment.

  • Support the implementation of the processes and components that make up the risk data management and risk reporting frameworks, including the production of risk reports.

  • Source, analyze, and process data to support the execution of the quantitative elements of the credit and capital management frameworks.

  • Create and maintain risk reporting templates and prepare risk reports as required for various governance structures and on an ad hoc basis. Contribute to the enhancement and automation of reporting by coordinating with other risk teams in the region.

  • Support the creation and maintenance of the risk documentation framework in the area of capital management and credit risk management, including the production of risk data management and risk reporting document.

  • Establish and maintain a data quality and data validation framework, assess validation rules, and implement reconciliation with other departments (F&C).

  • Support the quantification of credit risk in the bank and stress testing.

  • Assist the Bank's CRO in fulfilling responsibilities related to credit risk, capital assessment, and broader prudential agenda issues and obligations.

Qualifications

  • 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, including ICAAP requirements.

  • Experience in handling, managing, analysing 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.

  • German language skills an advantage.

Benefits

  • Capital Formation Payment.

  • Company Group Health Insurance.

  • BVV Company Pension.

  • Travel Allowance.

  • 30 days yearly vacation entitlement.

  • Overtime regulation.

Summary

Contract type
Permanent
Industry
Financial Services, Banking, Corporate Banking
Level
AVP
Location
Frankfurt, Germany and remote
Business car included
No
Years experience
3+
Reporting line
Director

Contact

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Fatih Ayar
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Moritz Bendinger
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