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 as a  

Experienced Retail Credit Risk Model Validation Manager (f/m/x)

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.

What you can expect:
  • 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
  • Multiple 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 will work in an international team at a leading banking group
  • You will benefit from flexible working arrangements and determine your own work-life balance
  • You will benefit from the very latest in tailored professional development
  • You will 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.
 
We are looking forward to receiving your online application!

https://jobs.rbinternational.com