Job Description
Are you passionate about risk analytics and model validation? Do you have experience in IFRS 9 modeling, a strong analytical background, and proficiency in SAS or Python?
As an IFRS 9 Model Validator, you will play a pivotal role in ensuring the accuracy, reliability, and regulatory compliance of our IFRS 9 credit risk models. Working alongside a team of talented professionals, you will be involved in validating model performance, assessing assumptions, and delivering actionable insights.
Key Responsibilities
* Validate IFRS 9 credit risk models, including ECL (Expected Credit Loss) and staging models.
* Perform backtesting, sensitivity analysis, and benchmarking to assess model robustness.
* Analyze large datasets using SAS or Python to identify trends and anomalies.
* Evaluate model assumptions, methodologies, and documentation for compliance with IFRS 9 standards.
* Prepare validation reports, highlighting findings and recommendations for model improvement.
* Collaborate with cross-functional teams, including risk management, finance, and data science.
Requirements
* Academic Background: Degree in a quantitative field such as Mathematics, Statistics, Economics, Finance, or a related discipline. Advanced degrees are a plus.
* Technical Skills:
* Proficiency in SAS and/or Python for data analysis and modeling.
* Strong understanding of statistical techniques and model development processes.
* Experience:
* 2-4 years of experience in IFRS 9 modeling, credit risk, or model validation.
* Familiarity with regulatory guidelines and standards for IFRS 9.
* Soft Skills:
* Strong analytical and problem-solving skills.
* Excellent communication and report-writing abilities.
Why Join Us?
* Be part of a dynamic team at the forefront of financial risk management.
* Opportunity to work on cutting-edge models in a collaborative environment.
* Competitive salary and benefits package.
* Career growth opportunities and continuous learning.
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