Your next challenge:
- Developing and maintaining the
models related to the credit risk quantification, related assumptions and
credit parameter forecasts in the context of IFRS9 Expected Credit Loss
(ECL) computation. - Performing the credit risk
stress testing for the ICAAP and in the context of the EU-wide Stress
Testing (EBA). - Performing the macroeconomic
overview for the stress testing of the Bank. - Ensuring that the models are
developed, maintained and regularly tested in line with the Company
procedures. - Ensuring that all aspects of
the models are maintained in a professional way and documented.