Vice President - Credit Risk Manager (ICAAP) (gn)

Stellenbeschreibung:

Vice President - Credit Risk Manager (ICAAP) at a leading global universal bank with its European headquarters in Frankfurt.

Drive the enhancement and oversight of the credit risk components within the ICAAP framework, ensuring methodological robustness and regulatory adherence.
Develop and execute credit risk stress test scenarios aligned with macroeconomic projections and internal modeling approaches.
Coordinate closely with Finance, Treasury, and Enterprise Risk functions to ensure integration and coherence across ICAAP, ILAAP, and strategic business planning.
Convert evolving regulatory expectations (MaRisk, ECB Guide on ICAAP, EBA Guidelines) into internal frameworks and related documentation.
Contribute analytical expertise to support capital planning activities, define risk appetite metrics, and evaluate risk‑adjusted performance.
Oversee the incorporation of IFRS 9 credit risk parameters into ICAAP processes and associated stress testing applications.
Support the ongoing development, validation, and oversight of credit risk models (PD, LGD, EAD), ensuring adherence to regulatory and accounting expectations.
Assess regulatory trends and anticipate their impact on the bank’s credit risk profile and capital adequacy.
Contribute to the preparation of ICAAP reports and presentations for senior management, risk committees, and supervisory bodies.

Minimum of 6 years professional experience in credit risk, capital management, or regulatory risk within a banking or financial institution.
Degree in Finance, Economics, Risk Management, or another relevant quantitative field.
Full professional proficiency in English; German is a great advantage.
In‑depth expertise in ICAAP, credit risk modeling, and capital adequacy frameworks.
Solid familiarity with MaRisk, ECB SREP expectations, and EBA guidelines.
Practical experience in designing and executing stress testing and scenario analysis.
Highly analytical mindset with attention to detail and data integrity.
Skilled in Excel and other credit risk‑related tools; knowledge of Python, R, or SQL is an asset.
Exceptional communication skills, able to convey complex topics to technical and non‑technical audiences.