Risk Model Strategy & Monitoring Specialist
Core
Define and evolve group-wide strategy for IRB and IFRS 9 credit risk models, ensuring robust governance and forward-looking monitoring methodologies.
Role type
Strategy-level principal credit risk model specialist
Builds
Group-wide regulatory model strategy and monitoring frameworks for credit risk
Domain
Banking / Credit Risk / Regulatory Compliance
Deliverable
production ML models
Required skills
IRB model expertise, IFRS 9 model expertise, quantitative methods, regulatory framework knowledge, model risk management, policy development, strategic insight, technical analysis, stakeholder engagement
Preferred skills
experience with modern technologies for model monitoring, ability to translate complex dynamics into decision-ready insights
Technologies
modern technologies for model monitoring
Responsibilities
Define and evolve Group-wide strategy for IRB and IFRS 9 models, Provide authoritative challenge and advice on credit risk model use, Drive evolution of model monitoring and forward-looking testing, Identify and assess model risks at a group level, Translate complex model dynamics into concise insights for senior management, Engage senior stakeholders across the credit risk model lifecycle
Seniority
Senior, hands-on IC with strategic oversight
