Found Description
Summary
Professional with a strategic role in credit risk modeling, responsible for monitoring the performance of IFRS9 and credit risk models (PD, LGD, EAD, ECL) to ensure robustness, regulatory compliance, and alignment with the local portfolio. Acts as the local focal point for model governance, bridging Head Office and local teams, and translating technical model outcomes into actionable insights for decision‑making. Contributes to the evolution of the risk framework by supporting regulatory requirements, model reviews, and reconciliation between local and international standards.
Responsibilities
Model Monitoring
- Monitor the performance of credit and IFRS9 risk models (PD, EAD, LGD, ECL) on an ongoing basis, tracking stability, predictive power and portfolio fit, and regularly collaborate with model and validation teams in Head Office.
- Conduct and refine annual model reviews to assess whether models remain fit for purpose...