Financial Risk Management Specialist (m/f/d) – Risk Modelling

ProCredit. We are an international group of development-oriented commercial banks for micro, small and medium enterprises (MSME), as well as private individuals. We are active in Southeastern and Eastern Europe, South America and Germany. Our overarching goal is to combine a high developmental impact with economic success.

For our Financial Risk Management team, we are seeking a motivated

Financial Risk Management Specialist – Risk Modelling (m/f/d)

This position is based in Frankfurt am Main at ProCredit Holding, the listed parent company of our banking group.

Group Financial Risk Management is responsible for overseeing the key financial risks of the Group – Interest rate risk, Liquidity risk, FX risk, Country risk and Counterparty risk – as well as implementing the financial risk strategy across all affiliated banks. The team’s responsibilities include developing policies and quantification models, ensuring compliance with regulatory requirements, and monitoring and managing risks.

• Support to the development, validation, and implementation of financial risk models – including those addressing interest rate, currency, and liquidity risks – with the objective of ensuring methodological soundness, regulatory compliance, and strategic relevance across the ProCredit Group.
• Analysis of financial risk exposures at both consolidated Group and individual legal entity levels, with the aim of producing data-driven insights that support risk mitigation strategies and policy recommendations.
• Review and validation of regular and ad-hoc risk reports, prepared by other team members, to ensure accuracy, consistency, and quality of information, thus enabling appropriate decision-making by senior risk committees.
• Contribution to the design and enhancement of data structures and quantification tools, ensuring that system architecture and analytical capabilities align with the functional requirements of the financial risk management framework

• A degree in business/finance-related or in a quantitative discipline from a university or university of applied sciences
• A strong command of written and spoken English as well as good communication skills.
• A good understanding of risk management
• 3 to 5 years of professional experience in data modelling in the risk management context
• Proficiency with MS Office products
• Familiarity with programming tools used for statistical analysis (e.g. R, Python).
• Basic knowledge of SQL or comparable tools for data extraction and analysis is a plus
• Strong critical thinking and analytical skills, which includes the ability to apply logic and reasoning to identify the strengths and weaknesses of alternative solutions, conclusions or approaches to problems; the ability to understand complex topics and convey them in a simple yet accurate manner
• Adaptable and effective verbal and written communication styles across various levels of the organization
• Active listening skills and a willingness to learn
• A strong attitude to teamwork
• Knowledge of languages relevant for the group/ProCredit banks is an advantage