Offer summary
Qualifications:
Knowledge of CRR, EGIM, RTS, Experience with Corporate AIRB models.Key responsabilities:
- Validate IFRS9 model for credit risk portfolios
- Assess newly developed AIRB models for accuracy
For an initial validation project we are looking for 3 validators who can perform a validation project involving an IFRS9 model for credit risk portfolios. The goal of the project is to assess whether a set of newly developed AIRB models for Corporate Specialized Lending (specifically Income Producing Real Estate) exposures are methodologically sound and fit for purpose.
The candidate should be sufficiently knowledgeable of the applicable following regulation ( CRR, EGIM, RTS) and should have experience in the development or validation of Corporate AIRB models.
Preferably:
We would like to receive a motivation showing the required competencies.
SecurityScorecard
ADM
ING
CFGI
The Hartford