Revisor (m/w/d) IRBA & Quantitative Modelle
Core
Internal audit expert supporting the implementation and ongoing oversight of the Internal Ratings Based Approach (IRBA) and quantitative credit risk models.
Role type
Senior IC internal audit specialist (credit risk & regulatory compliance)
Builds
Risk-oriented audit reports and process improvements for credit risk management
Domain
Banking / Regulatory Compliance / Credit Risk
Deliverable
dashboards & analysis
Required skills
IRBA implementation, credit risk processes, quantitative model analysis, regulatory frameworks (MaRisk, CRR, EBA), data quality assessment, audit methodology
Preferred skills
Experience with rating procedures, model adjustments, regulatory changes
Technologies
None stated
Responsibilities
Accompany IRBA implementation project, evaluate regulatory compliance and project governance, analyze quantitative models and methodologies, assess rating procedures and governance structures, verify data quality and management, create audit reports, monitor agreed measures
Seniority
Mid-level, hands-on IC