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Model Validator - IFRS9

Posted on Oct 7, 2020 by Gazelle Global Consulting

Utrecht, Netherlands
IT
Immediate Start
Annual Salary
Contract/Project


Model Validator - IFRS9 - Utrecht - 3 month contract


One of my clients is looking for an experienced Model Validator to work on a 3 month contract for a client based in Utrecht.


Requirements:



  • Hands on experience and expertise in Python for data and statistical model analysis.

  • Excellent knowledge of SQL.

  • A working experience and proven track records in a financial institution in relation to validating A-IRB credit risk models.

  • Experience with the development or validation of IFRS 9 credit risk models would be a strong advantage.

  • Deep understanding of IFRS 9 framework, IFRS 9 regulation and EBA guidelines for credit risk models.


Key responsibilities:



  • Performing an independent challenge of IFRS 9 credit risk models in line with best industry practises, regulatory requirements and internal policies and standards.

  • Documenting validation results and findings in clear and transparent manner.

  • Contacting and collaborating with stakeholders on the model development and business side.

  • Ensuring timely submission of the model validation results to the relevant decision making committee.


APPLY NOW!




Reference: 965854730

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