Are you passionate about risk analytics and model validation? Do you have experience in IFRS 9 modeling, a strong analytical background, and proficiency in SAS or Python?

As an IFRS 9 Model Validator, you will play a pivotal role in ensuring the accuracy, reliability, and regulatory compliance of our IFRS 9 credit risk models. Working alongside a team of talented professionals, you will be involved in validating model performance, assessing assumptions, and delivering actionable insights.

Key Responsibilities

• Validate IFRS 9 credit risk models, including ECL (Expected Credit Loss) and staging models.
• Perform backtesting, sensitivity analysis, and benchmarking to assess model robustness.
• Analyze large datasets using SAS or Python to identify trends and anomalies.
• Evaluate model assumptions, methodologies, and documentation for compliance with IFRS 9 standards.
• Prepare validation reports, highlighting findings and recommendations for model improvement.
• Collaborate with cross-functional teams, including risk management, finance, and data science.

Requirements

• Academic Background:Degree in a quantitative field such as Mathematics, Statistics, Economics, Finance, or a related discipline. Advanced degrees are a plus.
• Technical Skills:
• Proficiency in SAS and/or Python for data analysis and modeling.
• Strong understanding of statistical techniques and model development processes.
• Experience:
• 2-4 years of experience in IFRS 9 modeling, credit risk, or model validation.
• Familiarity with regulatory guidelines and standards for IFRS 9.
• Soft Skills:
• Strong analytical and problem-solving skills.
• Excellent communication and report-writing abilities.

Why Join Us?

• Be part of a dynamic team at the forefront of financial risk management.
• Opportunity to work on cutting-edge models in a collaborative environment.
• Competitive salary and benefits package.
• Career growth opportunities and continuous learning.