CAIA's Career Center is an easy-to-use, comprehensive resource connecting job seekers with employers in the growing AI field. Use your knowledge and credibility to advance your career or build a talented team for your organization. Opportunities targeted to CAIA Charterholders are prioritized.
In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
Our client is a leading specialist bank for investments in commercial real estate and public infrastructure projects in Europe and the USA. They have branches in Germany, France, UK, Sweden, Spain and the USA. Having done restructuring in the Risk Department and are looking for strong risk management professionals.
Validation of internal rating models for the forecasting of default probabilities (PD) and loss ratios (LGD) in commercial real estate financing and in public sector financing taking into account regulatory rules for the IRBA and for IFRS9
Preparation of validation reports and coordination of validation results and recommendations for action with the affected areas in the pbb
Supervision of projects for new or further development of rating models by creating initial validations
Collaboration in projects to further develop and standardize cross-model validation rules and methods
Representation of validations in audits by the ECB, Internal Audit and the Auditor
Successfully completed university studies in physics, mathematics or economics, or comparable education / vocational training with a quantitative background
Strong analytical skills and sound experience in data preparation and analysis with programming languages or statistical software (ideally SAS)
Experience with the development and/or validation of PD and LGD rating models
Good knowledge of relevant regulatory requirements
Good knowledge of counterparty risk profiles and structures and real estate and public sector finance transactions