Lead Non Retail Model Strategy

Your job

Credit Risk Control Unit (CRCU) and Model Strategy is a new department that is accountable for the oversight of the model life cycle of Credit Risk models (IRB, non-IRB, IFRS9, economic capital), including accountability for the design or selection, implementation, performance of the models and rating systems and for the execution of the model strategy and related supervisory, projects, requests and processes.

The new department consolidate all model lifecycle activities, except model redevelopment, such as model strategy and ownership, model monitoring/reporting and associated regulatory processes, for all credit risk related models (IRB, Non-IRB, IFRS 9 and EC) under one department. As Team Lead Non-retail Models Strategy you play a pivotal role in the end-to-end process of the credit model lifecycle, driving simplification and execution– with a dedication to the Non-Retail portfolios.

Specifically it includes the following key activi...