Model development, validation and implementation of Retail and Wholesale credit risk methodologies including obligor and facility risk rating, Basel regulatory capital and economic capital models, allowance for loan and lease loss models (e.g., IFRS 9).
Assist assurance teams with reviews of clients’ model development and validation processes.
AI and machine learning model development and validation.
Model risk governance and controls related activities supporting clients in managing model risk across multiple asset classes.
Collaborate with team members to lead and develop client proposals, white papers, thought leadership and points of view on topics such as GenAI, cloud, climate risk modeling etc.
Build and maintain effective, trusting and collaborative client relationships.
Qualifications
Sufficient experience and exposure to financial services risk practices, credit risk m...