Model Validation Specialist

vor 1 Tag

Frankfurt am Main, Deutschland Deutsche Bank Vollzeit

**Model Validation Specialist (f/m/x) in Model Risk Management / Credit Validation**:
**Job ID**:R0360866

**Full/Part-Time**:Full-time

**Regular/Temporary**:Regular

**Listed**:2024-12-16

**Location**:Frankfurt

**Position Overview**:
*English version below*

**Hintergrundinformationen zu Model Risk Management und Credit Validation**:
Model Risk Management ist für das übergreifende Management von Modell Risiko zuständig. Dazu gehören die unabhängige Validierung von internen Modellen sowie die Identifikation, das Messen und die Überwachung des Modell Risikos.

Innerhalb von Model Risk Management ist das Team Credit Validation für die Validierung und das Management von Modell Risiko der Kreditrisikomodelle der Deutsche Bank zuständig. Dies beinhaltet unter anderem die Validierung von Ratingmethoden sowie die Validierung aller betreffenden Kreditrisikoparameter.

**Stellenbeschreibung**:

- Quantitative Validierung von Ratingmethoden und Kreditrisikoparametern der Kreditrisikomodelle der Deutschen Bank
- Umfassender Einsatz von Datenanalysen und statistischen Methoden (Klassifikation, Regression) zur Validierung von Kreditrisikomodellen
- Stetige Verbesserung und Weiterentwicklung der Validierungsmethoden, insbesondere unter Berücksichtigung von regulatorischen Anforderungen.
- Einhaltung von Modell Risiko Management Anforderungen, wie z.B. „SR11-07“ Validierungsstandards

**Fachliche und persönliche Anforderungen**:

- Akademische Ausbildung in einer quantitativen Disziplin (z.B. Finanzmathematik / Statistik etc.) mit Anwendungsfokus
- Erfahrung in der Aufbereitung sowie deskriptiven und explorativen Analyse von Ausfall
- und Verlustdaten sowie praktische Kenntnisse in der Modellierung oder Validierung von Kreditrisikoparametern (PD, LGD, CCF)
- Erste Berufserfahrung im Bereich Risk Management
- Erfahrungen mit statistischer und anderer Software (SAS, Python)
- Konzeptuelle und analytische Fähigkeiten
- Verhandlungssicheres Englisch in Wort und Schrift, Deutschkenntnisse sind von Vorteil

**Was wir Ihnen bieten**

Wir bieten eine breite Palette von Leistungen, die all Ihre beruflichen und persönlichen Bedürfnisse abdecken.

**Emotional ausgeglichen**
Eine positive Haltung hilft uns, die Herausforderungen des Alltags zu meistern - beruflich wie privat. Profitieren Sie von Angeboten wie Beratung in schwierigen Lebenssituationen und Angeboten zur Förderung mentaler Gesundheit.

**Körperlich fit**
Mit Angeboten zur Aufrechterhaltung Ihrer persönlichen Gesundheit und einem förderlichen beruflichen Umfeld hilft Ihnen die Bank, körperlich fit zu bleiben. Profitieren Sie von Angeboten wie umfangreichen Check-up Untersuchungen, Impfangeboten und Beratung zur gesunden Lebensführung.

**Sozial vernetzt**

Der Austausch mit anderen eröffnet uns neue Perspektiven, bringt uns beruflich wie persönlich voran und stärkt unser Selbstvertrauen und Wohlbefinden. Profitieren Sie von Angeboten wie Unterstützung durch den pme Familienservice, das FitnessCenter Job, flexible Arbeitszeitmodelle (bspw. Teilzeit, Jobtandem, hybrides Arbeiten) sowie einer umfangreichen Kultur der Vielfalt, Chancengleichheit und Teilhabe.

**Finanziell abgesichert**

Die Bank sichert Sie nicht nur während Ihrer aktiven Karriere, sondern auch für die Zukunft finanziell ab und unterstützt Ihre Flexibilität sowie Mobilität - egal ob privat oder beruflich. Profitieren Sie von Angeboten wie Beitragsplänen für Altersvorsorge, Bankdienstleistungen für Mitarbeiter*innen, Firmenfahrrad oder dem Deutschlandticket.
- Da die Benefits je nach Standort geringfügig variieren, gehen Sie bitte bei konkreten Fragen auf Ihren Recruiter/ Ihre Recruiterin zu. _

Die Stelle wird in Voll
- und in Teilzeit angeboten.

Bei Fragen zum Rekrutierungsprozess steht Ihnen Anne Marie Plaisant gerne zur Verfügung.

Kontakt Anne Marie Plaisant: +49 069 910-44844
- _____________________________________

**Background information on RM and CFI Rating Methodologies**:
Model Risk Management is responsible for holistic management of model risk. This includes the independent validation of internal models as well as the identification and the monitoring & controlling of model risk.

Within Model Risk Management, Credit Validation is responsible for the validation and model risk management of credit risk models of Deutsche Bank Group. This scope includes validation of rating methodologies and of according credit risk parameters.

**Job description**:

- Quantitative validation of rating methodologies and credit risk parameters of credit risk models of Deutsche Bank
- Extensive use of sophisticated data analysis and statistical methods (classification, regression) for validation of credit risk models
- Continuous improvement and enhancement of validation approaches, especially taking into account regulatory requirements
- Assurance of Model Risk Management requirements, e.g. SR11-07 validation standards

**Professional and personal qualifications**:

- Experience in preparation as well as descr

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