Beschreibung

In this role, you will oversee the independent validation of risk models and tools, ensuring they meet regulatory standards. Your expertise will guide the development of a robust validation framework while collaborating with various stakeholders to enhance model performance.

Anforderungen

• •More than 3 years of relevant work experience in Risk Management
• •Solid knowledge in economics, business, accounting, mathematics, or statistics
• •Good understanding of regulatory validation requirements and banking law
• •Uncompromising integrity and strong ethical compass
• •Analytical skills with exceptional attention to detail
• •Ability and willingness to defend analytical findings
• •Strong communication and presentation skills
• •Proven ability to manage relationships with stakeholders
• •Good written and spoken English proficiency; proficiency in German desirable

Aufgaben

• •Manage independent model validation activities according to regulations
• •Collaborate with senior management as a Subject Matter Expert for regulatory requirements
• •Liaise with model developers, auditors, and regulators
• •Develop and maintain the model validation framework aligned with risk strategy
• •Validate methodologies for credit risk applications and behavioral models
• •Propose measures to address limitations in validation procedures
• •Govern and monitor overall model performance
• •Prepare comprehensive model risk reports for senior leadership
• •Present model risk reports to key stakeholders as needed
• •Support coordination of meetings with auditors, regulators, and third-party stakeholders

Benefits