Accounts Manager at Live Connections
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AVP - Model Risk Management (10-16 yrs)
- 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.