PEAC (Germany) GmbH | Germany | 22xxx, 21xxx, 20xxx Hamburg | Permanent position | Full time / Home office | Published since: 17.04.2026 on stepstone.de
Senior Manager Risk Modelling (m/f/d)
PEAC Solutions is an internationally established, independent provider of investment and sales financing. For over 50 years, we have been supporting companies from a wide range of industries with well-founded market knowledge, international expertise and strong service orientation. With 850 employees at eleven locations and a BaFin full-bank license in Germany, we stand for partnership, sustainable financing solutions and are part of HPS Investment Partners. Our Risk Measurement & Modelling division in our Risk Management & Control division is responsible for the development and development of credit risk models and provides the quantitative basis for all risk-relevant decisions in the company. We evaluate large and complex data stocks, develop analytical methods and models for identifying risk drivers, produce forecasts and derive sound management recommendations. The team is responsible for model risk management and for regular risk reporting to management, supervision and specialist areas within the framework of the ICAAP & Stress Test. We thus support the entire risk management process and help to establish the risk management of the house permanently quantitatively, transparently and reliably. We are constantly growing and looking for a dedicated reinforcement for our team at the headquarters in Hamburg as soon as possible: Senior Manager (m/w/d)
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Your tasks • Your profile • What we offer
Implementation of the entire risk modeling pipeline with end-to-end responsibility for development, testing, validation and implementation of risk models taking into account regulatory and compliance requirements Conception, introduction of new and further development of existing credit risk models: development of portfolio-PD models, microcap‐PD models as well as asset value models Quantitative analyses (ad hoc and regular): conduct statistical analyses to support risk management, portfolio monitoring and model validation Further development of the credit-risk data base and reporting automation: Improving data quality, building structured data layer and automation of model and risk reports.
Master's degree, ideally with PhD, in mathematics, physics, statistics, quantitative financial management, finance or a technology-related degree course At least 5 years of practical experience in the development and validation of predictive models, ideally in a financial institution Multiannual experience in a credit risk function: e.g. in modelling, data analysis, risk control, ICAAP or risk reporting Expert in Python, SAS or R: Funded programming knowledge for modeling, automation and data processing Experience with credit risk databases and reporting automation: Secure handling of large amounts of data, databases and automated reporting processes. Understanding modelling methods including machine learning: e.g. Random Forest, gradient Boosting Practical ability to implement model self-calibration processes: build dynamic, self-learning calibration mechanisms Excellent knowledge in the production of models: ability to transfer development models to the production environment in a stable, safe and audit-compliant manner
Unlimited employment in a successful international company with an attractive remuneration, Christmas money and bonus payment Collaborative corporate culture with flat hierarchies and short decision paths Modernly equipped office spaces in central city location, canteen with food grant from the employer Modern, hybrid working time model, mobile work (40%) Intensive training and an annual budget for individual training asset-effective services, occupational retirement provision with employer grant, company fitness offer eGym Wellpass, grant to the Deutschlandticket, service leasing, corporate benefits
Location
 | PEAC (Germany) GmbH | |
| 20095 Hamburg | ||
| Germany |
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