Marcel Jäger

Head Of Department Risk Steering, Methodology & Validation

Panketal, Brandenburg, Germany
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Summary

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Senior
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Top School
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.
code8 years of coding experience
job4 years of employment as a software developer
bookBachelor of Science - BS Computational Mathematics, Bachelor of Science - BS Computational Mathematics at Berlin University of Applied Sciences Berlin (BHT)
bookMaster of Science - MS Quantitative Risk Management, Master of Science - MS Quantitative Risk Management at Hochschule für Technik und Wirtschaft Berlin
languagesGerman, English
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Github Skills (22)

stream9
protocols8
http-streaming8
hls-stream8
expressjs7
signed7
session-cookie7
mse7
session-store7
streaming7
pot6
webrtc6
authentication6
javascript6
cookie5

Programming languages (2)

TypeScriptJavaScript

Github contributions (5)

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marceljager/4IT445-tym3

Oct 2017 - Jan 2018

Contributions:74 commits, 14 PRs, 74 pushes in 3 months
Contributions:1 PR, 13 pushes, 1 branch in 1 month
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Marcel Jäger - Head Of Department Risk Steering, Methodology & Validation