Experte Revision Steuerungsprozesse - Schwerpunkt IRBA (m/w/d)
Core
Conducting audits on risk management and Internal Ratings Based Approach (IRBA) processes, including model validation and regulatory compliance.
Role type
Senior IC internal audit expert (IRBA & Risk Management)
Builds
Audit reports, validation of internal rating procedures, compliance assessments
Domain
Banking / Financial Regulation / Risk Management
Deliverable
production ML models
Required skills
Internal audit, IRBA, model validation, credit risk modeling, regulatory compliance (CRR, EBA, KWG, MaRisk), PD/LGD/CCF models
Preferred skills
CIA certification, strategic judgment, complex data analysis
Technologies
PD models, LGD models, CCF models, CRR, EBA Guidelines
Responsibilities
Conducting audits on risk management and IRBA topics, evaluating internal rating procedures and mathematical models, ensuring regulatory compliance, supporting external supervisory audits (ECB, BaFin), developing audit methodologies
Seniority
Senior, hands-on IC
