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One of the world's leading banks is seeking highly motivated Risk professionals to join their validation team. This is an urgent push within the German company to grow within Model Validation team. You will drive the validation of IRB models, working alongside experts in the market. This is an incredible opportunity to expand your experience in a globally esteemed bank.
RESPONSIBILITIES:
*Engage in the Model Validation of Credit Risk Models regard to the bank's regulatory and
internal risk standards.
*Provide detailed reports and reviews of the Risk Analysis processes, and communicate them to
stakeholders both in the front office and the Methodology team.
*Using your analytical skills, contribute to the continuous improvement of Credit Risk Modelling
processes and analysis
REQUIREMENTS
*An advanced degree or equivalent in a field such as Mathematics, Physics, Finance.
*3-5 years' experience in the model validation team of a financial institution
*Strong understanding and experience with IRB models
*Very good knowledge of regulatory topics
*Good programming knowledge in SAS or Python
Credit Risk - Model Validation
- Location Frankfurt am Main
- Job type Permanent
- Salary Negotiable
- Discipline Risk Management
- Reference PR/261662_1592923568
RESPONSIBILITIES:
*Engage in the Model Validation of Credit Risk Models regard to the bank's regulatory and
internal risk standards.
*Provide detailed reports and reviews of the Risk Analysis processes, and communicate them to
stakeholders both in the front office and the Methodology team.
*Using your analytical skills, contribute to the continuous improvement of Credit Risk Modelling
processes and analysis
REQUIREMENTS
*An advanced degree or equivalent in a field such as Mathematics, Physics, Finance.
*3-5 years' experience in the model validation team of a financial institution
*Strong understanding and experience with IRB models
*Very good knowledge of regulatory topics
*Good programming knowledge in SAS or Python