Senior Retail Model Validation Manager (f/m/x)

What you can expect:

Do you seek to have a wide oversight of different credit risk models? Not afraid of cooperating sometimes with data scientists, sometimes with the financial regulators? Are you eager to apply your strong analytical skills to detect model flaws and find pragmatic solutions for them? Can you stand up for your professional opinion?
Then you are likely the one we are looking for to join Retail Risk Validation.

Retail Risk Validation performs quantitative and qualitative validation of all types of retail credit risk models, including regulatory (Pillar 1, 2 and IFRS 9) as well as advanced models serving business needs.
We define validation standards for the different model types, maintain them to keep up with the latest industry standards and regulatory requirements. We develop and maintain the IT platform which allows performing validations in optimal cooperation among experts throughout the Raiffeisen Network and Head Office.
We work in close cooperation with Retail Risk Analytics and Methodology, support and challenge the Group-wide used model development concepts.

• Responsibility for initial and regular validations of all models of selected subsidiaries and for the supervision of the validation condition fulfilment
• Driving the improvement of the model landscape in selected subsidiaries, participation in their annual goal setting process, negotiation and follow-up the annual validation schedule
• Contributing to the improvement of the validation infrastructure: updates of Validation Concepts and further development of the central platform for quantitative analyses
• Supporting the related strategic projects and activities in the RBI Group
• Being part of a great team of knowledgeable and supportive colleagues; individual attention for your optimal working environment and ambitious goals

What you bring to the table:

• Uni­ver­si­ty degree in Math­e­mat­ics, Physics, Eco­nom­ics or in a com­pa­ra­ble field with strong quan­ti­ta­tive focus
• Sev­er­al years of expe­ri­ence in risk man­age­ment of a bank, finan­cial insti­tu­tion or con­sul­tan­cy com­pa­ny, there­of at least 3 years of prac­ti­cal expe­ri­ence with cred­it risk mod­el val­i­da­tion or devel­op­ment, prefer­ably in an IRB-com­pli­ant institution
• Excel­lent ana­lyt­i­cal and quan­ti­ta­tive prob­lem-solv­ing skills
• Strong knowl­edge of and prac­ti­cal expe­ri­ence with R, SAS or oth­er sta­tis­ti­cal software
• Knowl­edge of CRR and IFRS 9 and relat­ed reg­u­la­to­ry require­ments, or proven skill to quick­ly com­pre­hend such
• Under­stand­ing of bank busi­ness mod­el as well as deep know-how of cred­it orig­i­na­tion and man­age­ment processes
• Excel­lent com­mand of Eng­lish, writ­ten and spo­ken; knowl­edge of Ger­man is an advantage
• Abil­i­ty to work col­lab­o­ra­tive­ly in a team environment
• Abil­i­ty to work effec­tive­ly with peo­ple at all lev­els in an organization
• Strong abil­i­ty to man­age mul­ti­ple tasks simul­ta­ne­ous­ly and pri­or­i­tize work efforts

What we offer:

• You’ll work in an inter­na­tion­al team at a lead­ing bank
• You’ll ben­e­fit from flex­i­ble work­ing arrange­ments and deter­mine your own work-life balance
• You’ll ben­e­fit from the very lat­est in tai­lored pro­fes­sion­al development
• You’ll earn an appro­pri­ate salary start­ing at EUR 60,000 gross p.a. all-in

RBI AG is com­mit­ted to cre­at­ing a diverse envi­ron­ment and is proud to be an equal oppor­tu­ni­ty employ­er. All qual­i­fied appli­cants will receive con­sid­er­a­tion for employ­ment with­out regard to age, eth­nic­i­ty, race or col­or, nation­al ori­gin, reli­gion, polit­i­cal or oth­er opin­ion, gen­der, sex­u­al ori­en­ta­tion or disability.

Senior Retail Mod­el Val­i­da­tion Manager

We are look­ing for­ward to receiv­ing your online application!

jobs.rbinternational.com

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