Senior-Referent Kreditrisikocontrolling m/w/d
Core
Senior credit risk controller responsible for developing and monitoring group-wide credit risk parameter estimation guidelines, integrating machine learning and AI concepts, and supporting IRBA activities.
Role type
Senior IC credit risk controller (quantitative/risk modeling)
Builds
Group-wide credit risk parameter estimation guidelines and models
Domain
Banking / Credit Risk Management / Regulatory Compliance
Deliverable
production ML models
Required skills
Credit risk parameter estimation (PD, LGD), Machine learning, Python, R, Regulatory knowledge (CRR, EBA, ECB), Statistical modeling, Analytical thinking
Preferred skills
Experience with AI concepts, Chatbot development, IRBA activities
Technologies
Python, R, Machine Learning frameworks
Responsibilities
Develop and update group guidelines for credit risk parameter estimation, Integrate machine learning and AI concepts into risk models, Support IRBA activities for the cooperative banking group, Coordinate and accompany supervisory examinations, Ensure consistency of PD and LGD models across group companies, Represent guidelines in internal and external audits