Head of Model Validation - Frankfurt am Main, Deutschland - Elevate Partners

Elevate Partners
Elevate Partners
Geprüftes Unternehmen
Frankfurt am Main, Deutschland

vor 1 Monat

Lena Wagner

Geschrieben von:

Lena Wagner

beBee Recruiter
Beschreibung

Key responsibilities for the role include providing independent and robust challenge of the model development practices within the Group and lead the function in the performance of these duties.


Role Responsibilities:


  • Lead and direct the independent validation of risk models (both Pillar 1 and Pillar 2), IFRS9 ECL models, and Economic capital and stress test methodologies in the organisation to meet internal and external (generally regulatory) criteria.
  • Represent the organisation at meetings with external parties such as the Central Bank of Ireland (CBI) and Joint Supervisory Team (JST).
  • Provide expert leadership to ensure the work of Risk Analysis
  • Champion a culture of robust independent challenge to risk models and to advise senior level committees accordingly.
  • Design and maintain policies, procedures and methodologies for the Validation function, ensuring that the work of the team is carried out consistently to the highest standards and in line with regulatory requirements and expectations.
  • Use your established network of industry contacts and use this to maintain an ongoing understanding of industry trends and approaches and key issues facing the modelling field.
  • Stay abreast of regulatory changes and ensure the impact of these is understood, communicated and prepared for as appropriate.

The Person:


  • Experience in capital measurement and a thorough understanding of the legislation surrounding the calculation of capital requirements (CRD/CRR, Basel III/IV etc.)
  • Proven experience in leading people with strong influencing, negotiation and relationship management skills
  • Strong communication skills with proven experience of collating complex information and presenting this to senior stakeholders
  • Knowledge of model risk governance
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