, and maintaining credit risk models that align with the bank's risk management strategy. Utilizing your expertise in statistical... to assess and manage credit risk effectively. Immediate area of focus is IFRS 9 Expected Credit Loss (ECL) models...
, or validating credit risk models (PD, LGD, EAD), specifically under PFRS 9 / ECL, is preferred. However, strong developing... professionals are welcome to apply. Knowledge of credit risk modeling techniques, Model Risk Management (MRM) principles, PFRS 9/ECL...
Participate in the development of credit scoring and risk rating models Monitor, calibrate, and enhance ECL models and credit... with internal credit policies and regulatory standards. Supervises: Credit Admin Officer Credit Analyst Collection and Acquired...