Abteilungsleiter (m/w/d) ICAAP & Adressausfallrisiken
Core
Lead the ICAAP process and address default risk management for a regional German cooperative bank.
Role type
Senior department head (Risk Management / ICAAP)
Builds
Internal Capital Adequacy Assessment Process (ICAAP), risk models (PD, LGD, EAD), stress tests, and regulatory reports.
Domain
Banking / Financial Risk Management
Deliverable
production ML models
Required skills
ICAAP process management, credit risk modeling, stress testing, regulatory reporting (MaRisk, CRR), SQL, R, Python
Preferred skills
Leadership of specialist teams, strategic thinking, stakeholder management
Technologies
SQL, R, Python
Responsibilities
Lead the ICAAP process (normative and economic perspectives), validate and quantify address default risks, develop risk models and solvency estimates, conduct regulatory and internal stress tests, create risk reports for the board and regulators, serve as central contact for auditors and internal audit.
Seniority
Senior, hands-on IC with leadership responsibilities
