Position Overview
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In this role, you will:
Conduct independent validation of IFRS 9 provisioning models (PD, LGD, EAD, Lifetime, SICR) across multiple business linesAssess model methodologies, assumptions, and outputs, including forward-looking macroeconomic componentsPerform detailed data reviews, including replication of key data transformations and validation of data integrityEvaluate model performance using quantitative testing, benchmarking, and sensitivity analysisIdentify model limitations and provide actionable recommendations to improve model design and performancePrepare high-quality validation reports and supporting documentation for internal and external reviewSupport audit and regulatory interactions, including addressing findings and responding to inquiriesOversee model risk rating assessments and maintain IFRS 9 model inventory governance (updates, recalibration...