Cross Model Analytics Model Developer

Over deze vacature

As a Cross Model Analytics Model Developer, you will be responsible for coordinating the model development and maintenance environment for non-IRB credit risk models related to Wholesale Banking, including feeder models, IFRS9, and Economic Capital. You will translate business needs and regulatory requirements into a dedicated approach across all Model Life Cycle (MLC) steps, while safeguarding the model environment from exogenous impacts and ensuring consistency in design approaches. The team The Bank-wide Credit Risk Models department is responsible for the management of Wholesale Banking (WB) IRB and IFRS9 models, as well as the Bank-wide Credit Risk Economic Capital models, including their development, monitoring, and advisory support to the business in cooperation with relevant…

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