Model Development Role - IFRS 9/Basel III - Bank

- Experience in Model development with IFRS 9 or Basel 3.

- These assignments, carried out projects or production processes whose scope or results are significant for the management of the Group or its compliance with banking regulations, are subject to defined and constrained schedules and resources, in the contexts demanding economic and regulatory environment.

- Contribute to the follow-up of the performance of the models and the plan of rating,

- Produce and analyze the backtest of the models,

- Participate on examination of the adequacy of the calibrations of the models,

- Produce reporting's and internal indicators of steering associated to its scope of intervention.

- Produce and analyze the performance indicators of the models,

- Realize backtests under the responsibility of Risk.

- Manage and produce the reporting's of respective scope of intervention

- Produce support for monitoring and transversal management of the scoring system

- Contribute to IT evolutions and associated approvals, prioritization of evolutions and participation in arbitration decisions.