Validierungsexpertin / Validierungsexperte Gesamtbanksteuerung – RTF (m/w/d)
Core
Validating economic and normative Risk-Taking Framework (RTF) at the total bank level, analyzing risk class interactions, and assessing bank risk-bearing capacity.
Role type
Senior IC risk validation expert (total bank control)
Builds
Validation reports and documentation of results for total bank control and risk management
Domain
Banking / Risk Management
Required skills
Risk-bearing capacity calculation (economic and normative views), Data analysis (SQL, R), Total bank control experience, Risk management experience, Method development experience
Preferred skills
Agile methods, Interdisciplinary collaboration, Future-proof solution development
Technologies
SQL, R
Responsibilities
Conduct validation of economic and normative RTF on total bank level, Analyze and assess the interaction of different risk classes and risk-bearing capacity of banks, Create validation reports and document results, Coordinate with specialist areas for result interpretation, Derive improvement proposals for methods, models and control processes, Overarching design and further development of validation activities, Responsibility for planning and conducting the annual validation cycle
Seniority
Senior, hands-on IC
