Kreditrisikocontroller (m/w/d) - IRBA
Core
Independent validation of IRBA models and ratings systems to ensure regulatory compliance and assess model adequacy.
Role type
Senior IC credit risk model validation specialist
Builds
Validated IRBA models (PD, LGD, CCF) and regulatory-compliant rating systems for a German cooperative bank
Domain
Banking / Credit Risk / Regulatory Compliance (CRR)
Deliverable
production ML models
Required skills
IRBA implementation, credit risk modeling, model validation, regulatory compliance (CRR), stress testing, data quality management, process design
Preferred skills
Rating system calibration, benchmarking analysis, audit support
Technologies
MS Office, specialized banking software
Responsibilities
Validate IRBA models and ratings systems, create annual validation reports, support stress tests, ensure regulatory compliance, participate in project groups for process design
Seniority
Senior, hands-on IC
