Your Tasks:
* Validation of risk models for the normative and economic perspective (i.a. application assessment and rating systems, IFRS 9 models, credit portfolio, stress test) in accordance with the statutory European requirements (CRR, CRD, MaRisk)
* Support of validation tools used for regular reviews of risk models.
* Compilation of validation reports and maintenance of documentation for proper and independent assessment of credit/leasing risks and compliance with the TKG Group credit risk strategy
* Active participation in national and international projects with regard to the implementation of regulatory validation requirements for credit risks
* Development and maintenance of documentation of internal guidelines in the Group Risk Controlling department for the TKG Group pursuant to legal requirements of the European supervisory authorities (EBA, ECB, Bafin, Bundesbank).
Your Profile:
* Successfully completed studies in Economics, Business Administration or a comparable subject with a quantitative orientation or banking and risk management relevance incl. supervisory law
* Relevant professional experience (ideally 3-5 years) in risk management and/or risk controlling in connection with regulatory requirements
* Competence in statistical methods and/or risk management models (mainly credit risk)
* Knowledge of German and European regulatory requirements (CRR, CRD, MaRisk)
* Confident use of MS Office products - in particular MS Excel - as well as skills in data processing (SQL) and statistical softwares (e.g. R, SAS, SPSS, Python)
* Pragmatic problem-solving skills and a strong analytical mindset
* A high degree of personal responsibility and independence
* Fluency in both written and spoken English