1 Experienced Consultant jobs in ad Dawadimi
Credit Risk Consultant
Posted 17 days ago
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Job Description
Job Location: Riyadh, Saudi Arabia
Background
- 8 to 12 years of experience in bank model development or model validation
- Experience in responding to regulatory reviews and external/internal model validation and audits relating to credit risk models
Functional Expertise
- Credit risk model (credit loss forecasting including IFRS9, loan loss allowance)
- Experience in AI/ML modeling his highly desirable
- Managing of model validation teams
- Experience in regulatory reviews and communication with regulators and internal risk and audit committees.
Relevant Experience
The consultant will be collaborating with the model developers and owners to remediate and respond to findings per the Independent MRM group and internal model risk management policy
Engagements Summary
- Model documentations (model white paper and technical specification and data validations)
- Model risk assessment and model performance monitoring
- Model calibration and parameter estimation and other model enhancements
- Validation or experience in AI/ML models highly desirable
CreditRISK, IFRS9, loan loss allowance,modeldevelopment,model validation
The consultant will be collaborating with the model developers and owners to remediate and respond to findings per the Independent MRM group and internal model risk management policy
Engagements Summary
- Model documentations (model white paper and technical specification and data validations)
- Model risk assessment and model performance monitoring
- Model calibration and parameter estimation and other model enhancements
Validation or experience in AI/ML models highly desirable
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