Job Responsibilities: Development of behavioural and portfolio models to support business decision making and estimation of expected credit loss (ECL) in line with IFRS9 and stress testing standards and internal development policies. This includes but is not limited to: Probability of Default (PD), Loss Given Default (LGD), Exposure at Default (EAD) models. Contributing to the standards and methodologies required to deliver these models Extracting, transforming, and cleaning the data required for modelling Engaging with customer facing Business to understand how our models can support their decision making Engaging with regulatory bodies as part of the on-going cycle of regulatory review of our models Performing segmentation analysis and calibration of models Job Details: Company: AIB Vacancy Type: Full Time Job Location: Derry, Ulster, IR Application Deadline: N/A Apply Here jobsvilla.net
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