Perform an independent validation of new and existing models that are used in IFRS 9 ECL calculations, credit risk management, capital calculation, stress testing etc.
Quantitative assessment of model performance via data evaluation and statistical testing
Documentation of validation findings and communication of results to senior management and presentation to relevant committees
Coordination with internal stakeholders on model issue achieving suitable resolutions
Assist Head of Model Validation in addressing concerns or questions relating to the models
The ideal candidate would be:
If interested with the role, please send your most updated CV to email@example.com
Looking forward to receive your profile and to speak with you soon!