[CLOSED] [MUNICH] Model Risk Validation Specialists | Options Group
Model Risk Validation Specialists

[CLOSED] [MUNICH] Model Risk Validation Specialists

For a team build-out at our client, a large bank in Munich, we are currently looking for three Model Risk Validation Specialists. Successful candidates would come into a team of 2 colleagues and a team head, although the team will grow to 5 + team head. Main focus will be on the validation of all kinds of risk models (except PD and LGD), thus ICAAP, Pricing, xVA, IRRBB, etc., whilst considering current regulations. Further, this team has the task to develop model risk concepts and validation concepts as well as conducting model risk reporting.

Sought profile:

  • Quantitative background, either from university or an according certification (e.g. CFA, CQF)
  • Experience in risk modeling or validation, preferably with a focus on ICAAP and market risk. Candidates with a credit risk background who want to move into this area are welcome as well.
  • Knowledge in VBA is highly appreciated. Other languages are a plus.
  • Fluent English and German language skills
  • Great interpersonal skills, fast thinker, team fit

If you are interested in that position let’s schedule a call or a meeting. Should you have a current CV, you are more than welcome to send it to me, so I can prepare for our conversation.

Patrick Schäffner
Vice President
Options Group (Germany) GmbH
+49.69.9719.4135 (Work)
+49.174.198.8451 (Cell)
pschaeffner@optionsgroup.com


About the Author Patrick Schaeffner

Patrick Schäffner ist seit November 2017 Teil der Options Group in Frankfurt und betreut dort den Bereich Risk & Compliance. Zuvor war er bereits erfolgreich in einer Personalberatung tätig und konnte dort branchenübergreifende Kenntnisse aufbauen. Durch die Betreuung von Banken, Beratungen und Industriekunden im DAX kann Herr Schäffner auf ein breites Netzwerk zurückgreifen. Seine Freizeit verbringt er mit einem MBA-Aufbaustudium sowie Fitness und Handball. E-Mail: pschaeffner@optionsgroup.com Tel.: +49 69 9719 4135

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