IRB Model Expert Consultant 20 hours per week
1 month ago
JR-37691 - English(Proficient)
IRB Model Expert Consultant (8 Month Contract)
Belmont Lavan Ltd is seeking an experienced IRB Model Expert Consultant to join our team for an 8-month contract. This position will involve working closely with financial institutions to develop and enhance Internal Ratings-Based (IRB) models compliant with regulatory standards.
Key Responsibilities:
- Lead the development and validation of IRB models, ensuring compliance with local and international regulatory requirements.
- Conduct data analysis to support model development, utilizing statistical techniques and software.
- Collaborate with stakeholders to ensure that model outputs are adequately interpreted and utilized in credit risk assessments.
- Provide ongoing maintenance and enhancement of existing IRB models based on evolving regulatory guidelines.
- Develop comprehensive documentation and reports detailing model methodologies, assumptions, and validation results.
- Assist in training team members and promoting best practices in model risk management.
- Engage with external auditors and regulators as needed during assessments and reviews.
Requirements:
- Proven experience in developing and validating IRB models within financial institutions.
- Strong understanding of the regulatory environment related to credit risk and capital requirements.
- Expertise in statistical analysis and modeling using tools such as SAS, R, or Python.
- Excellent analytical skills and attention to detail, with a structured problem-solving approach.
- Ability to communicate complex concepts clearly to stakeholders at all levels.
- A Master’s degree or higher in Finance, Statistics, Mathematics, or a related field.
- Strong English language skills, both written and verbal.
Requirements
Required Qualifications:- Experience in developing and validating IRB models
- Strong understanding of regulatory requirements related to credit risk
- Proficiency in statistical analysis tools (SAS, R, Python)
- Excellent analytical and communication skills
- Master’s degree in a relevant field
- Strong English language skills
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Copenhagen, Copenhagen, Denmark Belmont Lavan Ltd Full timeBelmont 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...
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