LGD and EAD models and using IFRS9 standards. This include the development and validation of models and risk experience.
LGD and EAD models and using IFRS9 standards. This includes the development and validation of models and risk experience.
Responsibilities:
have a passion for quantitative analysis and model validation? We are looking for a talented individual
to understand model methodologies and assumptions.
Preparing detailed validation reports and presenting
risk experience.
risk experience.
risk experience.
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information.
this information. Perform prototyping and modelling to validate interpretation of requirements, architecture