Senior Consultant Credit Risk (m/f/d)

Fintegral is a specialist quantitative risk consultancy focusing solely on the finance sector. We help our banking clients develop, enhance, and validate their most sophisticated risk models and analytical frameworks, to provide them with a competitive edge.

Our consultants combine exceptional quantitative skills with a deep understanding of financial risk management, and have a business-oriented mindset, allowing us to successfully deliver complex analytical projects.

We have a corporate culture with flat hierarchies, where entrepreneurship is encouraged from all members of our collaborative teams, across our offices in London, Frankfurt and Zurich.

The successful candidate has the possibility to work on different challenging projects and is responsible for the following deliverables:

• Development of quantitative Credit Risk models (e.g. PD, LGD, EAD)
• Application of the most common approaches for segmentation, definition of default, model estimation model performance, model calibration and model cyclicality          
• Production of comprehensive high-quality technical documentation
• Management of projects and sub-projects as well as providing mentoring for consultants
•  Active involvement in our market development and project acquisition activities
• Continuous expansion of your professional network

• Degree in a highly quantitative subject (e.g. physics, mathematics, computer science, economics)
• Around 4+ years of relevant working experience in the financial services industry, preferably in the consulting sector
• Relevant experience in the estimation of IRB capital models
• Knowledge of EBA, PRA, ECB, CRR, Basel II, III regulatory guidance on credit risk
• Experience with modern programming languages like SAS, R, Python or SQL to perform data extraction and data quality analytics
• Strong written and verbal communication skills in English and ability to assess technical information and present key findings 
• Desire to perform, natural curiosity and an ability to assimilate new skills quickly

Unlock your potentials in a motivated, experienced and international team! We offer you:

•  A flat hierarchy and open culture that encourages learning and personal development
• Attractive salary package and additional benefits
• Numerous projects covering a range of topics for various clients in multiple locations
• Development opportunities through mentoring, training courses, and one-on-one coaching sessions
• Continued professional and personal development
• We promote entrepreneurial thinking and cultivate an open feedback culture

• CV
• Certificates
• Cover letter (optional)