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VP, Credit Risk Model Validation – Corporate IRB Models

VP, Credit Risk Model Validation – Corporate IRB Models

Carter WahlbergFrankfurt, Hesse, Germany
Vor 26 Tagen
Stellenbeschreibung

VP, Credit Risk Model Validation – Corporate IRB Models

Global Top-Tier Bank | International Team | Hybrid Working

At one of the world’s most respected banks , you’ll lead high-stakes validation of Corporate IRB models, partnering with quants, auditors, and senior leadership to redefine best practices.

Your Role :

  • Lead independent validation of corporate IRB models (PD / LGD / EAD) for Continental Europe.
  • Act as SME for ECB regulatory requirements , liaising with model developers, auditors, and regulators.
  • Support and mentor junior colleagues.

Requirements :

  • Advanced degree in a quantitative field (mathematics, statistics, physics, etc.).
  • Proven experience in IRB credit risk model validation / development .
  • Strong coding skills ( Python / SQL / SAS )
  • Fluent English; structured, analytical, and collaborative mindset.
  • Interested? Let’s discuss how your expertise fits this role.

    Jobalert für diese Suche erstellen

    Corporate Corporate • Frankfurt, Hesse, Germany