Your next challenge:
- Developing and maintaining the models related to the credit risk quantification and related assumptions in the context of IRB models development, in line with the regulatory requirements.
- Performing various analyses for the management and regulators.
- Ensuring that the models are developed, maintained, regularly backtested and monitored in line with the Company procedures and with the regulations.
- Ensuring that all aspects of the models are maintained in a professional way and documented.