Spezialist Kreditrisikomanagement / Ratingverfahren IRBA (w/m/d)
Core
Develop and monitor credit risk rating procedures and regulatory compliance within a credit risk monitoring unit for a cooperative bank.
Role type
Specialist Credit Risk Management / Rating Procedures
Builds
Credit risk rating models, regulatory compliance frameworks, and risk monitoring processes
Domain
Banking / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
Credit risk analysis, Regulatory analysis (CRR, EBA-Guidelines, MaRisk), Risk parameter analysis (PD, LGD, CCF), Process development, Validation, Quality assurance
Preferred skills
Quantitative background (Economics, Mathematics, Statistics), Experience in banking regulation or rating processes, Office and reporting tools
Technologies
Office applications, Analysis and reporting tools
Responsibilities
Participate in building the credit risk monitoring unit and the IRBA implementation project, Develop and update rating procedures, Monitor the suitability and performance of rating models, Conduct validations and quality assurance measures, Coordinate with market follow-up, risk controlling, IT, and external partners
Seniority
Specialist, hands-on IC
