TeamLead Unit Risk & Data (f/m) // solarisBank
solarisBank is the world’s first banking platform. Our goal is to empower finance pioneers – anyone who wants to build something new with banking services. The core of the company is fast, modern technology that makes our banking services quick to setup and simple to build with. We see ourselves as a tech company with a full banking license. Our international team of 140+ colleagues combines digital focus, tech expertise and banking experience. Whether you’re a full-stack developer, banker or astronaut, if you’re ready to change banking, reach out to us. We love what we do and love our team.
solarisBanks’ Risk & Data team develops and deploys risk measurement approaches and transaction decision making services. We deeply interact and collaborate within solarisBank with Product Management, Technology and Legal & Compliance. We work interdisciplinary within an Agile product development framework and while doing so, we have fun along the way.
You will lead our Risk & Data team and develop qualitative and quantitative approaches for measuring risks relevant for the bank (e. g. credit risk). You develop state of the art risk measurement tools on the basis of past default data in interplay with respective microservices/datasources:
Concrete tasks include for instance:
- You lead a cross functional team with all the related task (planning and further development and coaching of the team).
- You develop, implement and maintain risk analytic models, especially for the measurement and management of credit risk for different segments of the Bank’s portfolios.
- You coordinate the product development across the ratings groups. In particular, help ensure the adoption of best practices, promote consistency and ensure industry-leading quality.
- You create and improve, validate our current credit rating systems, including monitor and back test performance of the models.
- You will have the chance to challenge our existing model assumptions, standards, framework and methodologies, propose changes for improvement and be able to implement those changes in a timely manner as and when needed.
- Develop and deliver regular model performance monitoring document(s) as part of risk management framework and in accordance to regulatory standards.
- You team perform further statistical analysis of company and individual data.
- You work closely with business and risk management and other units to provide solutions for the credit decisioning, business strategies, risk appetite setting and capital assessment.
- Good university degree in a quantitative discipline (e.g. Mathematics, Statistics, Economics, Financial Engineering etc) with a clear ability for handling data and performing quantitative analysis.
- Profound knowledge in Statistics and Econometrics and the financial sector and knowledge of the Basel II/III and CRD IV regulatory framework and recent regulatory developments (e.g. EBA guidelines, BIS papers).
- Preferential: relevant professional experience acquired in a model development and/or validation role in an A-IRB bank, national regulator or consultancy provider.
- At least basic knowledge in a statistical programming language (R, Python, SPSS or Stata).
- Experience working with large data sets and solid IT background.
- We aren’t a traditional bank – rather a tech company with a banking license. We combine the best from the digital world with our unique tech-enabled platform banking approach.
- Take a deep breath – and get ready to grow at the speed of light: We’re a young company and you can shape our destiny from day one.
- You’ll join a team of experts from tech, entrepreneurship and banking. It’s an exclusive combination you’ll find in few places other than solarisBank.
- We’re growing rapidly – and you will grow with us. We have a true hands-on mentality which creates lots of opportunities for individual growth.
At solarisBank, we are committed to nurture an inclusive environment, where all solarians feel valued, respected and supported. We are dedicated to build a diverse workforce that reflects the diversity of our communicates. We are committed to equal employment opportunity regardless of color, race, religion, sex, origin, disability, marital status, citizenship, or gender identity. We are proud to be an equal opportunity workplace and an affirmative action employer.
If you have a disability or special need that requires accommodation, please let us know.