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Model Validators

unlimited holidays - extra holidays - extra parental leave - long remote period allowed
Remote: 
Full Remote
Work from: 

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
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Macee SME https://www.macee.com/
51 - 200 Employees
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Job description

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:

  • Has experience with TRIM onsite investigations (either on the Institution's side or the Central Bank's side). 
  • Experience with Python is advantageous. 
  • Should furthermore possess knowledge of the Corporate financing process at a sufficient level to assess outcomes of the validation and the consequences for model use.
  • Should be able to guide junior team members.
  • Should have a healthy critical attitude and good communication skills.

We would like to receive a motivation showing the required competencies.

Required profile

Experience

Spoken language(s):
English
Check out the description to know which languages are mandatory.

Other Skills

  • Verbal Communication Skills
  • Team Leadership
  • Critical Thinking

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