record in leadership roles. Extensive exposure to credit model methodologies, data requirements for AIRB, IFRS 9, or stress... for credit risk methodology development within Wholesale Credit Risk GRA team. The focus will be mainly related to supporting...
. This is where you start and develop credit risk models according to IRB & IFRS9 requirements, which you also monitor and recalibrate... of experience with statistical models’ development, monitoring, validation, knowledge of development of IFRS9/AIRB models...
. This is where you start and develop credit risk models according to IRB & IFRS9 requirements, which you also monitor and recalibrate... of experience with statistical models’ development, monitoring, validation, knowledge of development of IFRS9/AIRB models...
, EAD, LGD IRB / IFRS9 models in Retail / Wholesalebank, be part of credit risk models life cycle: data sourcing, model... of IRB and IFRS 9 models, good understanding and interpretation of regulatory credit risk policies, attention to detail...
, EAD, LGD IRB / IFRS9 models in Retail / Wholesalebank, be part of credit risk models life cycle: data sourcing, model... of IRB and IFRS 9 models, good understanding and interpretation of regulatory credit risk policies, attention to detail...
techniques, Knowledge of AIRB/IFRS9 regulations, Familiarity with version control systems (e.g. GIT), Professional...: Monitoring of existing credit risk models, Share knowledge and expertise, Interact with stakeholders, Write reports...
techniques, Knowledge of AIRB/IFRS9 regulations, Familiarity with version control systems (e.g. GIT), Professional...: Monitoring of existing credit risk models, Share knowledge and expertise, Interact with stakeholders, Write reports...
of credit risk models across all parameters (PD, LGD and EAD) within both AIRB and IFRS9 landscapes, sharing your knowledge... on quality and effective solutions. You’ll get extra points for: risk modelling experience within IRB/IFRS9 domains...
of credit risk models across all parameters (PD, LGD and EAD) within both AIRB and IFRS9 landscapes, sharing your knowledge... on quality and effective solutions. You’ll get extra points for: risk modelling experience within IRB/IFRS9 domains...