IRB Model Expert Consultant 20 hours per week Position

2 weeks ago


Copenhagen, Copenhagen, Denmark Belmont Lavan Ltd Full time

Belmont Lavan Ltd is seeking an experienced IRB Model Expert Consultant.

This position involves working closely with financial institutions to develop and enhance Internal Ratings-Based (IRB) models compliant with regulatory standards.

The ideal candidate will have a strong understanding of the regulatory environment related to credit risk and capital requirements.

Key Responsibilities:

  • Lead the development and validation of IRB models.
  • Conduct data analysis to support model development.
  • Collaborate with stakeholders to ensure model outputs are adequately interpreted.
  • Provide ongoing maintenance and enhancement of existing IRB models.
  • Develop comprehensive documentation and reports detailing model methodologies and validation results.

Requirements:

  • Proven experience in developing and validating IRB models.
  • Strong understanding of regulatory requirements related to credit risk.
  • Expertise in statistical analysis and modeling tools.
  • Excellent analytical skills and attention to detail.
  • Ability to communicate complex concepts clearly.


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