Credit Risk Model Validation Expert

Credit Risk Model Validation Expert

1. The candidate should have experience in Model Risk Management/MRM

2. Hands on experience in Credit Model Validation

3. Experience in PD Model Development/ Validation

4 .Experience in IRB Model Validation/ Development

5. Experience in IFRS 9 Model Validation/ Development

6. Provide analysis, research on portfolio to inform investment decisions.

7. Portfolio analysis to mitigate risk to acceptable levels by introducing a new dimension of credit policy exceptions analysis across various segments, impacting major senior management decisions.

8. Credit Risk analysis of customers at portfolio level by providing trend analysis.