Support the developement and validation of quantitative risk models - Development, optimization and validation of Credit Risk Models (incl. PD, LGD, EAD and CPM) and risk adjusted return models - Advise and support the preparation and maintenance of business concepts, policies and work instructions - Conduct ad hoc analyses to ensure transparency for the risk position - Support of stress test and IFRS9 ECL calculation - Support of credit risk reporting processes including management of credit risk loss database - Implementation using technical tools such as Python, Excel (VBA) and SQL Ihr Profil: - At least 2 years of relevant work experience in an audit/consulting company or financial services provider - Ideally further qualification such as Financial Risk Manager (FRM) or Certificate in Quantitative Finance (CQF) - Advanced technical and programming skills, in particular Python, VBA and SQL AirPlus is a leading provider of corporate travel payment solutions for over 49,000 corporate customers worldwide. As the market leader in Germany with 30 years of experience, AirPlus is well known for innovations and expertise in the Business Travel Payment and Analysis area. With about 1,300 employees globally, AirPlus is a competent and reliable partner in matters relating to Business Travel Management. In order to maintain this high standard, the skills of our employees and the development of their potential, are especially important to us.
Credit Risk Modeller (m/f/d) (Betriebswirt/in (Hochschule) - Bank und Finanzdienstl.)