We are seeking an experienced Credit Risk Model Validator to join a team, focusing on the independent validation of wholesale Internal Ratings-Based (IRB) models. This role will be based in Germany and requires a deep understanding of regulatory requirements, model risk management, and automation. Key Responsibilities: Conduct thorough independent validation of wholesale IRB models, ensuring compliance with regulatory requirements set by the European Central Bank (ECB). Collaborate closely with model development teams and internal stakeholders to enhance model performance and regulatory alignment. Maintain active communication with supervisory authorities and auditors, serving as a key point of contact for inquiries related to model validation. Work closely with global risk model validation teams to ensure consistency and knowledge sharing across different business units. Act as a Subject Matter Expert for ECB regulatory standards concerning wholesale IRB models. Automate validation processes and enhance efficiency using Python and other relevant programming tools. Provide guidance, training, and mentorship to junior colleagues within the team. Your Profile: A master's or Ph.D. in a quantitative field such as mathematics, economics, physics, computer science, or related disciplines. Strong expertise in econometrics or statistics with the ability to apply these in model validation. Several years of experience in either the development or validation of credit risk models. Proficiency in programming languages, particularly Python, SQL, and SAS .