Credit Risk Model Validation IFRS 9
Description of the role:
*Technical review of model development documentation
*Technical review of model validation documentation
*Assessment of model performance
*Independent replication of any of the above
*Credit governance reviews
*Credit risk policy and procedure reviews
*Individual credit file reviews and substantive testing
*Credit risk modelling techniques
*Knowledge of credit risk processes, governance and documentation
*Experience of Retail/Wholesale PD/LGD/EAD models
*Experience in all aspects of model development/validation including data extraction, data transformation, modular model development, user acceptance testing, model performance testing
*Understanding of key regulatory/ accounting requirements (eg IFRS 9, Basel, CECL)
*Ability to understand and execute programming code including SAS, R, Python
*Ability to communicate risk/finance requirements of IFRS 9 to the reciprocal function, i.e. risk to finance and finance to risk.
Badenoch + Clark acts as an employment agency for permanent recruitment and an employment business for the supply of temporary workers. Badenoch + Clark UK is an Equal Opportunities Employer.
By applying for this role your details will be submitted to Badenoch + Clark. Our Candidate Privacy Information Statement explains how we will use your information - please copy and paste the following link in to your browser: https://www.badenochandclark.com/en-gb/candidate-privacy
Apply for Credit Risk Model Validation IFRS 9
Already uploaded your CV? Sign in to apply instantly
* This is information that gets special protection under our privacy laws. It is information about your race or ethnic origin, political opinions, religious or philosophical beliefs, trade union membership, health, genetic or biometric details, sex life and details of any criminal convictions or similar you may be subject to.
♦ The business of the Adecco Group UK & Ireland is transacted via a number of differently branded trading entities, as follows: Adecco UK Limited, Adia Technology Limited, Modis International Limited, Badenoch and Clark Limited, Ajilon (UK) Limited, Office Angels Limited, Penna plc, Pontoon Europe Limited, Roevin Management Services Limited, Spring Technology Staffing Services Limited.