Risikomodellierer Bankwesen (m/w/d)

Ihre Aufgabe umfasst ein breites Spektrum an Risikobereichen sowie die Bewertung des internen Risikomodellrahmens, der in erster Linie aus Modellen mit geringer bis mittlerer Komplexität in Bereichen wie Marktrisiko, Kreditrisiko, Liquiditätsrisiko, IRRBB, ICAAP, Stresstests und anderen EUC-Modellen besteht. Sie fungieren als unabhängige Validierungsfunktion der zweiten Linie und stellen sicher, dass alle Modelle der Bank einem gründlichen und einheitlichen Validierungsprozess unterzogen werden. Ein fundiertes Verständnis von MaRisk, CRR/KWG und internen Governance-Standards in einer auditfähigen Modellierungsumgebung ist unerlässlich.

Main responsibilities

• Maintain and update the bank’s internal model repository, including risk classifications and validation cycles.
• Conduct independent validation of proposed models, data quality, methodologies and implementation logic, whilst maintaining a clear separation from model development and model owners, and validating key assumptions and results.
• Prepare clear and actionable validation reports; present findings to the Board and make recommendations regarding model approval and usage restrictions; and establish minimum requirements for validation reports.
• Support EUC governance. This includes understanding and assessing EUC, applying governance standards, and assisting model owners in meeting regulatory requirements.
• Responsible for the continuous improvement while maintain the highest quality of models, guidelines and validation procedures.
• Support reviews by BaFin, the Deutsche Bundesbank and the internal audit department, as well as regulatory inspections.
• Foster a prudent model risk culture by providing advice and collaborating with front-line model owners.

Expected qualification:

• Fluency in German and English at a business communication level.
• 3–5 years’ professional experience in the banking or asset management sector in the areas of model validation, model risk management, or other fields related to quantitative risk management.
• A completed degree in quantitative disciplines (e.g. mathematics, statistics, econometrics, computer science, physics) or equivalent experience.
• In-depth understanding of regulatory requirements for model management, including MaRisk, CRR, KWG as well as guidelines from the European Banking Authority (EBA) and the European Central Bank (ECB).
• Proficiency in Python (preferred) and/or R; experience in version control, reproducible analysis and data visualisation.
• Ability to assess situations independently and maintain objectivity when communicating with model owners and stakeholders.