across industries and sectors. About Corporate and Investment Banking (CIB) For more than 170 years we've support clients..., including platform adoption, application development, ePricing, the multi-curve framework. Skills and Experience Financial...
and developing/validating/monitoring predictive models. 7-10 years of experience in a Wholesale Banking model development...Job Summary Monitor credit risk IFRS9 and IRB models for the measurement of PD, EAD and LGD for the bank's CIB...
(both for entities and individuals, directly managing both model managers), as well as aligning with model sponsors from WRB & CIB... on model development & delivery changes. Responsible for alignment with CFCC 2nd line function for the risk assessment process...
, Trade, Credit Cards, Securities and Financial Markets. Support in design of different scenario models, development... and validation including data quality validation, model effectiveness, rules logic for effective risk analytics. The role holder...