Du entwickelst Richtlinien für Modellrisiken und evaluierst Modelle für Toyota Kreditbank, während du Berichte vorbereitest und Schulungen durchführst.
Anforderungen
- •Bachelor's degree in relevant field
- •3-5 years of professional experience
- •Knowledge of German regulatory requirements
- •IT knowledge of models and methods
- •Strong analytical thinking skills
- •Very good written and spoken English
- •German language skills is an advantage
- •Pragmatic problem-solving skills
- •Ability to act independently
Deine Aufgaben
- •Richtlinien und Verfahren für Modellrisiko entwickeln
- •Modellinventar führen und aktualisieren
- •Modelle und Modellrisiko evaluieren
- •Modellrisikoberichte regelmäßig erstellen
- •Validierungen und Überprüfungen von Modellen koordinieren
- •Szenarioanalysen und notwendige Stresstests durchführen
- •Gesamtm risküberwachung und Präsentation unterstützen
- •Berichte und Präsentationen für das Management vorbereiten
- •Mit internen und externen Prüfern zusammenarbeiten
- •Ansprechpartner für Modellrisiken sowie Schulungen durchführen
Deine Vorteile
Flexible Arbeitszeiten
Gezielte Schulungen
Attraktive Remuneration
Betriebliche Altersvorsorge
Fahrzeugleasing für bis zu zwei Angehörige
Verschiedene Fitnessangebote zu reduzierten Konditionen
Zwei Kantinen für subventioniertes Mittagessen
Original Beschreibung
# Specialist (m/f/d) Model Risk Management
Are you looking for a new challenge? Would you like to take on responsibility and develop yourself further? Then join us and drive the change!
## Your Tasks:
* Responsibility, development and implementation of guidelines and procedures for model governance and model risk assessment in accordance with MaRisk and other regulatory (German and European) guidelines (English MRM framework).
* Carrying out the model inventory and maintaining and updating the model inventory as described in the MRM framework in cooperation with the model and risk managers in Germany and abroad.
* Evaluating the models and the model risk of Toyota Kreditbank at bank and Group level for submission to the Manager Group Risk Controlling as described in the MRM framework.
* Regular preparation of the model risk report for integration into the OpRisk and overall risk report and for submission to the relevant committees.
* Coordination and implementation of validations and reviews of (risk) models in accordance with the model risk guidelines.
* Development and implementation of scenario analyses (and stress tests if necessary) for model risk.
* Support in the monitoring and presentation of the overall risk situation of Toyota Kreditbank at the level of the institution and the Group and the risk-bearing capacity as well as compliance with risk limits in cooperation with the model and risk managers and Manager Group Risk Controlling.
* Preparation and, if required, presentation of reports and presentations for management and other stakeholders.
* Working with internal and external auditors and regulators to ensure compliance with regulatory requirements.
* Contact person regarding model risk as well as training and support of employees in the area of model risk.
## Your Profile:
* A successfully completed university degree (Mathematics, Physics or Business Administration) related to banking and risk management or comparable training. Reference to supervisory law and/or model development desirable.
* 3-5 years of professional experience in risk management and risk controlling in connection with regulatory requirements.
* Knowledge of German and European regulatory requirements in the area of overall bank management (ICAAP) as well as in the area of model risk management.
* IT knowledge in the area of models and methods.
* Pragmatic problem-solving skills.
* Strong analytical thinking skills.
* Ability to act independently (high degree of autonomy).
* Very good written and spoken English. German language skills is an advantage.
**What we offer:**
## Wir bieten Ihnen:
We offer you a progressive workplace with challenging, varied tasks in a dynamic environment and a pleasant working atmosphere. Flexible working hours and targeted training are part of the package as well as an attractive remuneration and a company pension. We also offer a vehicle leasing programme in which you and up to two relatives can participate. Through our cooperation partner Urban Sports Club you can take advantage of various fitness offers at reduced conditions. Two canteens are available for your subsidized lunch.