Credit Risk Model Governance Specialist
4 weken geleden
About the Role
The Credit Risk Model Owner will be responsible for the oversight of credit risk models, ensuring their quality, and initiating discussions on necessary changes. This role will also involve reporting on the state of affairs of the models and contributing to the team's CER knowledge.
About the Team
The Model Ownership team works closely with various departments, including Modelling, Model Validation, Model Risk Management, IT, and Operational Risk Management & Control. The team creates aggregated reports on Credit Risk model related matters and shares these with senior management and key stakeholders.
About You
You will be a great candidate for this role if you have an academic education in a relevant field, 2-10 years of working experience in a relevant position, and knowledge of the CRD/CRR framework and credit risk model related regulations. You should also have excellent communications skills, especially in writing, and be able to explain the main concepts of credit risk model design.
What We Offer
We offer a salary in pay scale 8 to 9, depending on your experience and qualifications, a personal development budget of EUR per year, an annual public transportation pass, and a solid pension plan.
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