Credit Risk Controller - IRBA (m/f/d)

Company description

The Volksbank eG – The designer bank, based in Offenburg and Villingen-Schwenningen, is one of Germany's largest and most powerful Volksbanks with a balance sheet of over 13 billion euros. Between Orteau, Schwarzwald, Baar, Hegau and Rhein-Wehra, over 1,100 employees in 39 branches are shaping the financial world of tomorrow. We are looking for courageous future designers: women who take responsibility and think ahead. Become part of our strong team! The Corporate Control Department seeks you as a credit risk controller (m/w/d) - IRBA for the new independent validation function Article 185 The independent validation function to be established is responsible for the comprehensive validation of models in the IRBA context, ensures compliance with regulatory requirements and creates a final assessment of the adequacy of the models or Rating systems (including processes and IT aspects).

As a future designer:in awaits you: As a motivated employee, you can support a long-term project to introduce the Internal Ratings Based Approach (IRBA) and then ensure the IRBA procedure’s compliance with the rule. A further focus of your activities lies in cooperation in project groups and working groups with colleagues from different sectors and banks, as well as the support of data quality measures and the design of process specifications. Article 2 An important part of your responsibilities includes support in the design, development and implementation of the validation of IRBA rating systems (PD, LGD, CCF) and their final assessment Your regular tasks include support for the creation of annual validation reports per model or Rating system as well as the preparation of analyses and reporting on IRBA benchmarking and assistance in carrying out stress tests related to the IRBA approach In addition, the team will support you in reviewing compliance with regulatory requirements for the models or models. Rating systems and support supervisory audits

We look forward to this: In addition to a completed university degree with a mathematical-statistical orientation, you will already bring professional experience with IRBA reference in one of the areas of risk modelling, validation or control bank with With your experience in supervisory banking control (credit risk controlling, IRBA) as well as your knowledge in modelling, calibration or validation of rating models, you will bring valuable expertise to our team Your distinctive analytically conceptual skills and your quick understanding are just as good as your independent and structured work Your very good knowledge of German and English as well as your safe handling of MS Office or relevant software complete your profile You like to take responsibility and are at the same time an excellent team player who actively contributes to an existing and well-functioning team within the corporate management system.

Our Benefits for you:

We offer a responsible and varied activity in a dedicated and dynamic team with flat hierarchies and short decision-making paths. You benefit from an attractive remuneration with extensive social benefits and special conditions for banking products and services. We promote your professional and personal development through targeted training opportunities and individual support programs. Thanks to modern work structures, we enable a flexible design of your working time All Benefits and more information at www.werde-Zukunftsgestalter.de

Become a future designer:in a strong team! We will be happy to help you with any questions. Sign up with us! Silk Glienke HR Business Partner 07721 802 - 5976

Apply now

Company description

The Volksbank eG – The designer bank, based in Offenburg and Villingen-Schwenningen, is one of Germany's largest and most powerful Volksbanks with a balance sheet of over 13 billion euros. Between Orteau, Schwarzwald, Baar, Hegau and Rhein-Wehra, over 1,100 employees in 39 branches are shaping the financial world of tomorrow. We are looking for courageous future designers: women who take responsibility and think ahead. Become part of our strong team! The Corporate Control Department seeks you as a credit risk controller (m/w/d) - IRBA for the new independent validation function Article 185 The independent validation function to be established is responsible for the comprehensive validation of models in the IRBA context, ensures compliance with regulatory requirements and creates a final assessment of the adequacy of the models or Rating systems (including processes and IT aspects).

As a future designer:in awaits you: As a motivated employee, you can support a long-term project to introduce the Internal Ratings Based Approach (IRBA) and then ensure the IRBA procedure’s compliance with the rule. A further focus of your activities lies in cooperation in project groups and working groups with colleagues from different sectors and banks, as well as the support of data quality measures and the design of process specifications. Article 2 An important part of your responsibilities includes support in the design, development and implementation of the validation of IRBA rating systems (PD, LGD, CCF) and their final assessment Your regular tasks include support for the creation of annual validation reports per model or Rating system as well as the preparation of analyses and reporting on IRBA benchmarking and assistance in carrying out stress tests related to the IRBA approach In addition, the team will support you in reviewing compliance with regulatory requirements for the models or models. Rating systems and support supervisory audits

We look forward to this: In addition to a completed university degree with a mathematical-statistical orientation, you will already bring professional experience with IRBA reference in one of the areas of risk modelling, validation or control bank with With your experience in supervisory banking control (credit risk controlling, IRBA) as well as your knowledge in modelling, calibration or validation of rating models, you will bring valuable expertise to our team Your distinctive analytically conceptual skills and your quick understanding are just as good as your independent and structured work Your very good knowledge of German and English as well as your safe handling of MS Office or relevant software complete your profile You like to take responsibility and are at the same time an excellent team player who actively contributes to an existing and well-functioning team within the corporate management system.

Our Benefits for you:

We offer a responsible and varied activity in a dedicated and dynamic team with flat hierarchies and short decision-making paths. You benefit from an attractive remuneration with extensive social benefits and special conditions for banking products and services. We promote your professional and personal development through targeted training opportunities and individual support programs. Thanks to modern work structures, we enable a flexible design of your working time All Benefits and more information at www.werde-Zukunftsgestalter.de

Become a future designer:in a strong team! We will be happy to help you with any questions. Sign up with us! Silk Glienke HR Business Partner 07721 802 - 5976

Apply now