Your responsibilities

• Independently performing complete validations according to the validation concept and supervising junior validators.
• Preparation of validation and management reports,
• Presentation of validation results to the Validation Committee,
• Presentation of validation approach and results to internal and external auditors,
• Contribution to further development of risk model validation methods and approaches with regard to content as well as for implementation of new regulatory required standards, corresponding adjustments to validation concepts,
• Contribution to consultation of new regulatory requirements.

Our requirements

• High knowledge of statistical/mathematical methods applied in the area of credit risk models (PD, LGD, EAD, IFRS 9, CVaR stress) supported by extensive experience in this area ( preferably in banking sector),
• Good knowledge of R, SQL with experience in analysis of huge data sets,
• Experience in writing high quality validation reports and other documentation,
• Writing high quality validation codes with SAS (migration to R),
• Strong analytical skills and attention to details,
• Proactively driving projects and tasks to deliver results,
• English C1 level

What we offer

• Friendly and multicultural environment

• 26 days of holiday from the very beginning