Senior-Risikocontroller (m/w/d)
Core
Senior risk controller responsible for methodical and operational oversight of address default risk and credit risk, including the present value credit portfolio model.
Role type
Senior risk controller (credit/default risk)
Builds
Credit risk models, economic risk capacity calculations, and risk inventories for a private bank.
Domain
Banking / Credit Risk Management
Deliverable
production ML models
Required skills
Credit risk modeling, Monte-Carlo simulations, statistical analysis, regulatory compliance (MaRisk), economic risk capacity calculation
Preferred skills
Atruvia environment experience, VR-Control experience
Technologies
Monte-Carlo simulations
Responsibilities
Oversee address default risk and credit risk operations, collaborate with credit risk management on scenario analysis and probability modeling, conduct economic risk capacity calculations, execute risk inventories, analyze regulatory requirements (MaRisk).
