Credit Risk Modeler - Retail/Wholesale Banking Business

- Exposure to credit risk management processes within Retail and/or Wholesale banking business.

- Good understanding of the model life cycle and model risk management standards such as SR11/7 and SS3/18.

- Expert in credit model development and/or validation of - impairment models (IFRS9/CECL) and/or regulatory capital models (AIRB) and/or stress testing models and/or other credit risk models.

- Ability to independently review model documentations, undertake appropriate qualitative & quantitative analysis and author high quality analytical documentation.

- Sound knowledge of current market trends and the regulatory agenda related to credit risk models - particularly from a European context.