Required skills
- Credit Risk Management
- IRBA
- Rating Models
- PD Models
- EAD Models
- Model Validation
- Regulatory Requirements
- Banking
Languages: German
Job description
Develop and implement IRBA-compliant rating systems, focusing on PD and EAD models, model validation, and regulatory documentation within credit risk management.
Project overview
Further development and implementation of IRBA-compliant rating systems
Development and calibration of PD models (Probability of Default)
Development and review of EAD models (Exposure at Default)
Conducting 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
Several years of experience in credit risk management
Experience with IRBA requirements (Internal Ratings Based Approach)
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
Additional Information:
Project No.: 1084452
Position Type: Location: Start: 02.11.2026 Duration: 12+ months with option to extend
Project details
- Start: 02.11.2026
- Duration: 12+ Monate mit Verlängerungsoption
- Location: DE
- Languages: German
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