← Back to opportunities
Conduct independent validation of IFRS 9 provisioning models (PD, LGD, EAD, Lifetime, SICR) across multiple business lines
Assess model methodologies, assumptions, and outputs, including forward-looking macroeconomic components
Perform detailed data reviews, including replication of key data transformations and validation of data integrity
Evaluate model performance using quantitative testing, benchmarking, and sensitivity analysis
Identify model limitations and provide actionable recommendations to improve model design and performance
Prepare high-quality validation reports and supporting documentation for internal and external review
Support audit and regulatory interactions, including addressing findings and responding to inquiries
Oversee model risk rating assessments and maintain IFRS 9 model inventory governance (updates, recalibration...
About the Role
Is this role right for you?
In this role, you will:Ready to Join Through a Referral?
Apply now and get connected directly with the hiring team
Apply for this Position