Senior Credit Risk Model Validation (m/f/d)
We are seeking an experienced Credit Risk Model Validator to join a team, focusing on the independent validation of wholesale Internal Ratings-Based (IRB) models. This role will be based in Germany and requires a deep understanding of regulatory requirements, model risk management, and automation.
Key Responsibilities:
- Conduct thorough independent validation of wholesale IRB models, ensuring compliance with regulatory requirements set by the European Central Bank (ECB).
- Collaborate closely with model development teams and internal stakeholders to enhance model performance and regulatory alignment.
- Maintain active communication with supervisory authorities and auditors, serving as a key point of contact for inquiries related to model validation.
- Work closely with global risk model validation teams to ensure consistency and knowledge sharing across different business units.
- Act as a Subject Matter Expert for ECB regulatory standards concerning wholesale IRB models.
- Automate validation processes and enhance efficiency using Python and other relevant programming tools.
- Provide guidance, training, and mentorship to junior colleagues within the team.
Your Profile:
- A master's or Ph.D. in a quantitative field such as mathematics, economics, physics, computer science, or related disciplines.
- Strong expertise in econometrics or statistics with the ability to apply these in model validation.
- Several years of experience in either the development or validation of credit risk models.
- Proficiency in programming languages, particularly Python, SQL, and SAS.
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