About the role
Perform validation of wholesale and retail credit risk models across geographies, ensuring compliance with regulatory requirements and internal standards.
BankingOnsite
Key Responsibilities
- Perform validation of wholesale and retail credit risk models across geographies
- Ensure models comply with regulatory requirements and internal model performance standards
- Conduct research on leading industry practices and review internal model performance standards
- Maintain model validation tool
Requirements
- Experience in developing and/or validating credit risk models
- Experience across geographies and different regulatory environments a plus
- Basic understanding of risk management concepts and banking products
- Basic understanding of Basel III and IFRS regulations and credit products
- Good oral and written communication skills
- Independent, creative and pro-active problem-solving mindset