Model Validator - IFRS9
Posted on Oct 7, 2020 by Gazelle Global Consulting
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.
- 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.
- 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.