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Risk Manager – Model Validation
Risk Manager – Model Validation
Frankfurt | Banking & Financial Services
Company Overview
Our client is a well-established international financial services organisation with a strong reputation for delivering innovative investment and banking solutions. With a collaborative culture and a commitment to robust governance, they offer an environment where risk professionals can make a meaningful impact while developing their careers within a highly respected institution.
Role Overview
An exciting opportunity has arisen for a Risk Manager to join an independent second-line Risk Management function, responsible for overseeing model validation across a broad range of risk disciplines. This role will play a key part in maintaining a robust model governance framework, ensuring compliance with German and European regulatory requirements, and supporting the organisation’s continued focus on risk excellence.
Day-to-Day Activities
- Lead independent validation of risk models across credit, market, liquidity, IRRBB, ICAAP and stress testing frameworks.
- Maintain and enhance the organisation’s model inventory and validation programme.
- Review model methodologies, data quality, assumptions, implementation logic and outputs.
- Present validation findings and recommendations to senior governance committees.
- Support End User Computing (EUC) governance and associated control frameworks.
- Contribute to the continuous improvement of model lifecycle management processes.
- Partner with stakeholders across the business to strengthen model risk management practices.
- Support regulatory reviews and internal audits.
Experience Required
- 3–5 years’ experience within model validation, model risk management, or a related quantitative risk function within banking or financial services.
- Strong understanding of model governance frameworks and regulatory expectations, including MaRisk, CRR/KWG and relevant EBA/ECB guidance.
- Experience assessing a variety of risk models and communicating findings to senior stakeholders.
Qualifications & Skills
- Degree in a quantitative discipline such as Mathematics, Statistics, Econometrics, Physics, Computer Science or similar.
- Working knowledge of Python and/or R, with experience of data analysis and model assessment.
- Fluent English and German communication skills, both written and verbal.
Barclay Simpson, trusted experts in Risk Modelling Analytics jobs and recruitment: https://www.barclaysimpson.com/specialisms/risk-modelling-analytics-jobs/
This job was published by Barclay Simpson: https://www.barclaysimpson.com/job/sn-44745/risk-manager-model-validation/
We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know.
Barclay Simpson acts as an Employment Agency for permanent positions and an Employment Business for temporary/contract engagements.
