Senior Consultant Rating Validation / Risk Controlling (m/f/d)

Work at a bank where you can successfully shape your future and the future of comrade banks. The DZ BANK is the second largest commercial bank in Germany, the leading institution of the Comrade Financial Group Volksbanken Raiffeisenbanken, the central bank for more than 700 German comrades, and has the holding function for the companies of the DZ BANK Group. We are a reliable and efficient employer that offers you new exciting challenges. The solution-oriented thinking connects with consistent action. It evaluates your experience and commits to sustainability and foresight. And who thinks and works in a particularly partnership-oriented manner – because we are making success together, happy to work with you.

As Senior Referent (m/w/d), you are involved in the validation of rating procedures (PD, LGD and CCF) and risk provision models as well as in projects for digitization and empirical research. You carry out operational validation tasks independently, including documentation of the results and follow-up of measures to improve models. For selected models, use the lead functions in validation teams. You independently process tasks for the further development of validation methods in compliance with regulatory requirements and current regulatory requirements in the AI environment. You ensure the timely creation of validation reports and communicate results to internal stakeholders in an address-oriented manner. You follow regulatory developments (EGIM, Supervisory Handbook on Validation) and transfer them to corresponding validation specifications and processes. You represent validation approaches and results competently in internal and external audits and work in projects with a technical focus. You will also be responsible for the DZ BANK Group's subsidiaries on validation issues. You develop existing DV validation instruments professionally and technically – also for AI-based methods. You work closely and team-oriented with model development, IT, revision, supervision and other interfaces.

Successful study of economics or mathematics with quantitative focus and research components Multiannual, well-founded experience in quantitative risk management with very good analytical and conceptual skills, in particular validation experience Knowledge of credit business, credit rating procedures, the application and interpretation of statistical procedures and current regulatory requirements for validation Founded programming knowledge, especially in R, Python and Git, as well as high affinity for DV development and digitalization. Experience with machine learning approaches is desirable Very good German and English in word and writing

From an attractive performance-related remuneration to support in child care. From mobile work with flexible working hours to occupational retirement. From extensive training programmes to health and fitness offers. At the DZ BANK you get many benefits and benefits as well as optimal conditions for your personal development. We live cooperative values and pay attention to a work-life balance. Did we awaken your interest? Then we look forward to your application – and to you. .