negotiable / month
We are the automotive finance captive organisation of Opel and Vauxhall. Trading under strong local brands such as Opel Bank, Opel Financial Services and Vauxhall Finance, we provide access to reliable vehicles that affordably enhance the lives of our customers.With a team of around 1200 employees, we are committed to meet the mobility needs of our customers across Europe, while sustaining and developing our brands with competitive and attractive finance solutions.We promote a culture to win by putting the customer at the center of everything we do and embracing teamwork, excellence and integrity. Our objective is to develop our employees so that they can increase their skillset for future opportunities throughout our European offices, we promote individual learning and development at all levels to help you to become the bestThis position primarily focusses on supporting the Risk Controlling team in risk-type overarching analyses and management reporting for Opel Bank Group. This includes the development, maintenance and validation of risk models as well as the implementation of regulatory requirements for all countries. Overall objective is to continuously strive for an improvement of data structure and automation and use of state-of-the-art models to ensure sound risk controlling. Position is dedicated obliged to support the Risk Controlling team and is responsible for:Development and maintenance of models to measure internal capital requirements (e.g. Value-at-Risk) for several risk types (e.g. credit risk, interest rate risk, operational risk, etc.)Proper handling of validation tasks, treatment of validation finding and continuously enhancements of risk modelsAlignment of requirements regarding input parameter (e.g. PD, LGD) with other departments Hosting of model governance and framework of proper and stable risk controlling toolsBesides this, the position supports the following tasks:Increase of efficiency in the technical part of preparation of the risk report including all componentsSupport the experts of stress testing in definition and derivation of scenarios Participate cross-functional in all other components of the ICAAP and ILAAP framework (Risk Inventory, KRI’s, etc.) Support the roll-out of the holistic and entire ICAAP and ILAAP framework for the OVF European perimeterUniversity degree in a quantitative subject (Master qualification would be an asset) 3+ years risk management experience in at least one relevant risk type (Credit-, Market-, Operational-, Counterparty-, Liquidity risk) and in ICAAP / ILAAP frameworks Experience in retail- and commercial banking (having worked in Risk Management/Risk Controlling in a bank or in a financial services advisory company)Expert knowledge about MaRisk; sound regulatory knowledge (German Banking Act (KWG), Basel 3/4 current developments, CRR/CRD and EBA guidelines)Good model development skills together with the ability to think in an end-to-end process structure. MS Office (Excel, Access) is a must including the ability to make processes sophisticated and automated. Skills in statistical software (e.g. R, SAS) are beneficial. Regulatory know-how is a must.Individual must possess excellent written and oral communication skills.Must possess a strong analytic mindset. Ability to work with data from several sources and structure. Extremely good organizational skills with the ability to work independently and initiate proactively. Ability to organize own and the work deck of colleagues is essential to succeed in this role.Strong attention to detail. Fluency in English and German is a must; other European languages are an additional asset We look forward to speaking with you about this brilliant opprotunity.