Chartered Alternative Investment Analyst Association Logo
Guest Job Seeker
Job Seekers, Welcome to CAIA Career Center
Search Filters
Use this area to filter your search results. Each filter option allows for multiple selections.
Search Results: 614 Jobs
Create Alert
Loading... Please wait.
Sorry, we couldn't find any jobs that match your criteria.

Suggestions:
Loading... Please wait.
Credit Risk- Model Validation
Key responsibilities of the role include: Perform an independent validation of IFRS9, new and existing IRB credit risk models that are used in risk management, capital calculation, stress testing and business use. Review regulatory and industry practice for IFRS9, IRB and other Credit Risk Models Manage and complete the model validation from end to end, meeting the planned time lines and required standards. Carryout the technical review of risk and pricing models by analysing the conceptual soundness and development of the banks internal models, as well as ensuring they comply with the regulation guidelines. Attend Credit Risk Model Assessment where the report is being presented for approval Regulatory & Business Conduct.


This job listing is no longer active.

Check the left side of the screen for similar opportunities.
Loading. Please wait.