Risk Controller IRBA – Conception and Management of the Introduction of IRBA (m/f/d)

You assume conceptual responsibility in a long-term project to introduce the IRBA (internal rating-based approach) for primary banks of the cooperative finance group. You bring your experience from a banking environment or advice and drive themes forward independently – from the idea to the coordinated conception. You design and/or validate credit rating, PD and LGD/CCF models taking into account IRBA requirements from the relevant EBA requirements. You take responsibility in one or more of the following areas – according to experience and interest:Validation of risk models Model development (in particular PD, LGD) Data analysis and requirements Process specifications for banks for IRBA-compliant implementation

You analyse data, derive expertly sound conclusions and prepare results for addressing (including management, project bodies, banks). You track changes in regulatory framework conditions (CRR, EBA guidelines on PD/LGD etc.), assess their impact and derive measures. You accompany the implementation of the concept in the software as a professional contact person and coordinate with internal and external stakeholders. You represent your concepts to banks, auditing bodies and also perspectively to banking supervision and defend them professionally safe. You work in project groups and working groups with colleagues from different units of parcIT and the cooperative finance group.

an academic degree in the field of economics, mathematics, natural sciences, statistics or comparable German knowledge (at least C1 level) in word and writing at least 3 years of professional experience in the banking sector or in consulting, ideally focusing on risk controlling, risk modelling, key issues credit or control bank tested IRBA experience, e.g. in the development, validation or implementation of rating/PD/LGD/CCF models or IRBA related projects very good understanding of IRBA regulators (in particular, credit cards, EBA guidelines on PD/LGD) and the pleasure to translate them into models, processes and systems pronounced communication and presentation strength – you can explain complex issues in a comprehensible way and pick up different stakeholders (specialised areas, management, banking supervision) responsively good knowledge of at least one (statistic) programming language (e.g. R, Python) and ideally experience in data evaluation with SQL a high degree of self-responsibility, the ability to drive issues independently, as well as entrepreneurial thinking and acting Pleasure to introduce your experience as a savings partner and to support colleagues in a professional manner

an exciting and professionally demanding task environment, with agile methods and interdisciplinary cooperation an internal onboarding concept individually tailored possibilities for professional and personal development, as well as independent learning via Elearning platform a trusting and active coexistence that we also maintain outside the desk self-responsibility and cross-thematic and cross-sector work in flexible working hours, with the option of max. 80% mobile work, so that work and leisure are easily compatible, as well as the possibility of up to 15 days working remote from European countries a modern workplace in the centre of Cologne with its own fitness area and parent-child office attractive additional services such as Germany ticket as JobTicket, Bikeleasing, childcare and occupational retirement, as well as the use of our Urban Sports Club corporate fitness offer more Benefits can be found on our homepage and of course our podcast “Live bei parcIT” | parcIT GmbH