Spezialist*in Audit Action Tracking - Schwerpunkt quantitative Risikomodelle (m/w/divers)
Core
Track and mitigate bank-wide risks by validating quantitative risk models and ensuring timely completion of audit findings related to model and risk themes.
Role type
Senior quantitative risk specialist (audit tracking)
Builds
Risk mitigation strategies and audit action plans for the bank's global risk models
Domain
Banking / Quantitative Risk Management
Deliverable
production ML models
Required skills
Quantitative risk modeling, Credit risk modeling (PD, LGD, CCF), Model validation, ICAAP, IFRS 9, Market risk modeling, Liquidity risk modeling, Audit follow-up, Regulatory reporting
Preferred skills
Experience with internal/external audits, Group Audit environment, Risk control
Technologies
ICAAP, IFRS 9
Responsibilities
Ensure transparent identification and mitigation of existing bank risks, Evaluate and track completion of audit findings regarding model and risk themes, Consult auditors on risk-oriented formulation of findings and measures, Report regularly to the Board of Management and Supervisory Board, Drive AI-supported automation of audit tracking processes
Seniority
Senior, hands-on IC
