Credit Risk Assurance
6 days ago
**Key Responsibilities**_
- Technical model development doc review
- Technical model validation documentation review
- Assessment of model performance
- Credit risk governance reviews
- Credit risk policy and procedure reviews
- Individual credit file reviews
- Substantive testing of any of the above
Advising non audit clients on the impact of changing requirements in provision accounting standards (IFRS9) and helping clients validate or build credit risk measurement models.
The individual will also be expected to complete technical analysis for work streams within both IFRS9 and credit risk modelling engagements.
The individual will also be expected to work independently and be able to manage teams of up to 10 on audits or advisory engagements. Said individual would also be responsible for the quality and risk management on audit and advisory engagements.
- **Your Profile**_
- Previous experience working in a credit risk modelling role within a financial or professional services firm.
- Experience in managing teams of 6-10 people
- Practical experience in credit risk modelling techniques
- Knowledge and practical experience in accounting and risk requirements as related to IFRS9, CECL and regulatory credit risk models
- Detailed working knowledge and experience of all aspects of model development and validation including the following
- Data extraction and pre-processing
- Modular model development
- User acceptance testing
- Model performance assessments
Relevant Sectoral experience - developing Retail/ Wholesale banking PD/EAD/LGD models
Knowledge and experience of credit risk processes, governance and documentation
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