AVP - Model Risk Management

- 10+ years of experience in validation/monitoring/development of regulatory credit risk (PD, LGD and EAD) and/or IFRS9 models

- 5+ years project and people management.

- Exposure to banking book and knowledge of BASEL/IFRS 9 guidelines;

- Programing knowledge in SAS and/or R

- Complete the validation on the basis of elements developed by the modeling entities.

- Propose and validate a project plan, including the analyses to be carried out and the quantification of necessary resources.

- Lead carries out a validation independently or manages one or more members of the team.

- Drive efficiency through digital transformation and automation of existing model validation/monitoring activities.