Credit Risk Model Developer (IRB & IFRS9)

About this job

Activities: You will join the Model Development Unit within the Retail Credit Risk area, contributing to the design and enhancement of risk models for retail portfolios. Specifically, you will be part of the team responsible for developing models for calculating risk parameters (PD, LGD, EAD) under both IRB and IFRS9 frameworks. You will play a key role in the development, maintenance and monitoring of regulatory and accounting risk models for Retail Banking portfolios. The role covers AIRB models (PD, LGD, EAD) for the Mortgage portfolio as well as IFRS9 models for both Mortgages and Consumer Lending portfolios. The successful candidate will contribute across the full model lifecycle, from methodology implementation and model development to monitoring, regulatory interactions and…

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