1084452 IRBA Model Developer / Credit Risk Specialist (PD, EAD, Validation)

Responsibilities

Project No.:

1084452

Project Title:

1084452 IRBA Model Developer / Credit Risk Specialist (PD, EAD, Validation)

Job Type:

freelance

• Further development and implementation of IRBA-compliant rating systems
• Development and calibration of PD (Probability of Default) models
• Development and review of EAD (Exposure at Default) models
• Performance of model validations
• Creation of regulatory and supervisory documentation
• Implementation of regulatory requirements in the credit risk environment
• Optimization of credit processes and application workflows
• Interfaces with Risk Management, Compliance, and business departments

Requirements

Additional Information:

SOLCOM is one of the leading technology service providers in the areas of software development, IT, and engineering. For more than 20 years, we have been working as a partner for globally operating top companies in all industries and are deployed worldwide wherever innovation is decisive.

• Several years of experience in credit risk management
• Experience with IRBA (Internal Ratings Based Approach) requirements
• Practical experience in the development or validation of rating models
• Knowledge of PD, LGD, and/or EAD models
• Experience in the regulatory banking environment
• Knowledge of relevant supervisory requirements (EBA, BaFin, ECB)
• Very good German language skills

Project details

Frankfurt, Düsseldorf

02.11.2026

12+ months with extension option

• Start: flexible
• Duration: 12 Monate
• Remote: onsite
• Location: Frankfurt, Düsseldorf, Deutschland, DE
• Languages: German