modelling team I am looking for an experienced IFRS 9 modeller to lead a talented team of modellers and data scientists... need significant experience in IFRS9 or econometric model development across Retail or Business credit portfolios...
are a must, as is a deep expertise in credit risk modelling, and at least some of the following areas: scorecard modelling, IFRS9 provision... methodology, Net Present Value modelling, capital modelling and stress testing. Monzo's Credit Risk (Risk and Compliance...
. We are looking for a talented model developer or validator to join our specialist team as an Audit Manager for Model Risk. Audit experience... and considers Model Risk as a key risk. This risk continues to grow with increased use, evolution of modelling techniques...
, in support of their Chief Risk Officers (CRO). This includes implementation of regulatory changes (e.g. Basel, IFRS9, BCBS-239...), delivery of data to support IRB and VaR modelling, and automation of risk controls, control gap assessment and control...
analysis for workstreams within both IRB, IFRS9 and credit risk modelling engagements The individual...Credit Risk Assistant Manager - KPMG - Consulting The KPMG Consulting function is a cornerstone of our business...