Risikomanager (m/w/d) Kreditrisikoüberwachung IRBA
Core
Building a new credit risk monitoring unit and leading the bank-wide Internal Ratings Based Approach (IRBA) implementation project.
Role type
Senior credit risk manager (IRBA implementation)
Builds
New credit risk monitoring processes, controls, and rating procedures for a bank
Domain
Banking / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
Credit risk modeling, IRBA framework, regulatory analysis (CRR, EBA, MaRisk), data analysis, process design, stakeholder coordination
Preferred skills
agree21, advanced MS Office, quantitative background (Math, Stats, CS, Economics)
Technologies
agree21, MS Office
Responsibilities
Develop and document new credit risk monitoring processes and controls; Analyze rating data, outliers, and overrides; Coordinate with market conduct, risk control, and IT teams; Create reports and decision templates for model adjustments; Monitor the suitability and proper application of rating procedures.
Seniority
Senior, hands-on IC
