Summary
Marcel Jäger is a quantitative risk leader with over a decade of hands-on experience building and validating IRB and ICAAP frameworks for European banks, currently heading Risk Steering, Methodology & Validation at S-Kreditpartner. He combines deep technical expertise in PD/LGD/CCF modeling, IFRS 9 and cash flow models with practical skills in Python, SAS, databases and cloud systems, and a track record of regulatory delivery under ECB/EBA standards. Previously a Deloitte senior manager, he scaled modeling teams, led large IRBA re-developments and digitalization efforts, and has run multiple AI projects including an AI scorecard for credit decisions. Marcel blends academic rigor—a MS in Quantitative Risk Management and a BS in Computational Mathematics—with practitioner experience as an assistant lecturer and model validator. He is known for translating complex regulatory requirements into operational, auditable model governance and for driving cross-functional digital transformation in risk. Based in Panketal, he brings a rare mix of methodological depth, regulatory navigation and pragmatic product delivery to bank-wide risk strategy.
8 years of coding experience
4 years of employment as a software developer
Bachelor of Science - BS Computational Mathematics, Bachelor of Science - BS Computational Mathematics at Berlin University of Applied Sciences Berlin (BHT)
Master of Science - MS Quantitative Risk Management, Master of Science - MS Quantitative Risk Management at Hochschule für Technik und Wirtschaft Berlin
German, English