What you will be doing? 

Development and maintenance of AIRB/IFRS9 LGD and CCF models for multiple portfolios  Group-wide methodological responsibility for quantitative credit risk models  Forward-looking construction of a cross-functional methodology architecture Ensuring compliance with regulatory/accounting standard requirements (Basel / IFRS9 etc.) and EBA GL Programming of prototypes for impact and scenario analysis in different programming languages (R/Python, SQL) Data preparation, statistical and empirical investigations, handling of very large amounts of data, their aggregation and evaluation Preparation of technical specifications, presentations and documentation of quantitative credit risk forecasting models Internal and external communication, including auditors, regulators, external partners and rating agencies