IRB Audit Credit Risk Model Validation Specialist

1 dzień temu


Domaniewska A Warszawa, Polska emagine Polska Pełny etat
Key Responsibilities

We are seeking experienced professionals to support the lead auditor in assessing retail and non-retail IRB model applications, along with nDoD topics. If you have a strong background in credit risk, model development, validation, and audit processes, we want to hear from you.

Key Skills and Experience
  • IRB Change Management: Materiality assessments and compliance with regulatory requirements.
  • Model Development & Validation: Experience with retail and non-retail PD, LGD, and CCF models, including auditing and validation processes.
  • Credit Lifecycle Expertise: In-depth knowledge of credit risk management, including default definitions and monitoring requirements.
What We Offer

As a member of our team, you will have the opportunity to work on challenging projects, collaborate with experienced professionals, and develop your skills and expertise in credit risk management and IRB audit.


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