Inhouse Consultant / Risk Analyst (m/f/d) Model Risk Governance, Banking

Description

Inhouse Consultant / Risk Analyst (m/f/d) Model Risk Governance, Banking

Gewünschtes Eintrittsdatum: ab sofort
Anstellungsart: Professional
Ort: Berlin  
Beschäftigungsart: Vollzeit

Veröffentlicht am: 30. October 2018


Governance-Experience in a Quantitative field wanted!  

Our client is a leading universal bank, a global player, innovative, international and always one step ahead of market requirements. The Model Risk Management team is tasked to independently and actively manage model risk globally in line with the bank’s risk appetite and works with key stakeholders to embed a strong and pro-active model risk management culture across the bank. That includes performing robust independent model validation that provides effective challenge to the model development process, designing and recommending Model Risk appetite, and effectively managing and mitigating model risks. As part of the Risk & Capital Governance team in Berlin, you will work in close with local senior management and subject matter experts across Market Risk, Credit and Operational Risk, Treasury, Compliance, Legal and Finance based in Berlin, London and Frankfurt.

Your responsibilities:

  • Production of regular model risk ratings and model risk reports for portfolio of models, e.g. for Risk and other legal entities of the bank
  • Oversee portfolio of risk models, e.g. pricing models, risk & capital models, and other models used in the bank with regard to adherence to model risk management policies and requirements
  • Interaction with senior management, identifying open issues and work on regular model risk reports and other regular deliveries for relevant model risk governance forums
  • Perform and contribute to ad hoc and strategic model risk framework-related initiatives, regulatory meetings and presentations and audit inquiries
  • Engage with model owners, senior model user and model validators to follow-up on outstanding issues and ensure quality assurance of data deliveries
  • Develop communication with senior management and deal with ad hoc queries from Senior management, regulators and audit
  • Support in expansion of the Model Risk Management framework, including their policies, risk appetite and risk assessment
  • Take ownership of key operating processes, reports, frameworks and standard improvements in collaboration with internal colleagues, including Know-how transfer and providing feedback to colleagues and stakeholders
  • Develop and enhance methods and tools to support oversight and monitoring of various key risk metrics
  • Assist and/or lead working groups with stakeholders in private and commercial banking to define and enhance processes for compilation and quality assurance of model risk related metrics

 

Your qualifications:

  • University degree in Economics, Business Administration, (Business) Mathematics, Finance or a Quantitative field
  • Experience either in Risk Management, Risk Governace at a financial Institution and/or working for a regulatory agency as Auditor or Consultant for Banking clients
  • Strong knowledge in regulatory requirements, in particular related to models and risk
  • Specialist knowledge in quantification of credit risk, market risk or operational risk would be a plus
  • Ability to work with both, a high degree of independence and as a part of a team across locations and liaise effectively at all levels
  • Attention to detail, ability to ensure high quality and consistency of reports produced
  • Highly analytical and structured thinking
  • Strong communication and consultative skills, inclusive of presentation and facilitation skills
  • Focused and self-motivated
  • Strong knowledge of MS Office applications (Excel, PowerPoint, Word)
  • Excellent writing and communication skills in English

 

Please apply online via our contact form. We look forward to learn more about you!
Your contact: Lidija Gotovac / Phone: 0049 30-78 71 25 44 / Let’s connect!

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