Manager (m/w/d) Validation
Your Tasks:
- Ensuring, development, implementation and ongoing validation of complex models of normative and economic perspectives (with focus on: Application assessment and rating systems, IFRS-9 models, credit portfolio models, stress test parameters and corresponding risk premium systems for the retail and corporate portfolio for the Toyota Kreditbank Group) in accordance with the statutory European requirements (CRR, CRD, MaRisk)
- In-depth analysis with regard to the findings/observations made as part of the validations of complex models in connection with the regulatory requirements
- Participation and decision within the relevant Risk Commitees.
- Reporting to the Group Risk Controlling Committee on the validations carried out and decided upon
- Ensuring, selecting, developing, implementing and maintaining the validation tools
- Professional and disciplinary management of employees within the framework of the company's management principles
- Project/project sub-management for the implementation of regulatory requirements
Your Profile:
- A successfully completed university degree in Mathematics, Physics or Economics with a focus on banking/financial services (in conjunction with statistics) or comparable
- Several years (at least 5 years) of professional experience in risk management systems
- Competence in the development and application of methods/models relating to credit risks
- Strong analytical thinking skills
- Quick comprehension and high problem-solving skills
- Management experience in national/international teams
- Good written and spoken English skills