Risk Model Strategy & Monitoring Specialist
Core
Define and evolve group-wide strategy for IRB and IFRS 9 credit risk models, ensuring robust modeling, monitoring, and governance to support senior decision-making on capital and balance-sheet dynamics.
Role type
Strategy-level principal credit risk model expert
Builds
Group-wide regulatory model strategies, monitoring frameworks, and capital adequacy insights for credit risk
Domain
Banking / Credit Risk / Regulatory Compliance
Deliverable
production ML models | dashboards & analysis
Required skills
IRB model expertise, IFRS 9 implementation, quantitative methods, model risk management, regulatory framework knowledge, strategic planning, group-level risk assessment
Preferred skills
Modern technology adoption for model monitoring, translating complex risk dynamics into decision-ready insights
Technologies
IRB, IFRS 9
Responsibilities
Define and evolve group-wide strategy for IRB and IFRS 9 models, provide authoritative challenge on credit risk model usage, drive evolution of model monitoring and testing approaches, identify and assess model risks at a group level, translate complex model dynamics into insights for senior management, engage senior stakeholders across the model lifecycle
Seniority
Senior, hands-on IC with strategic oversight