Description

Main responsibilities:
  • Develop, maintain, and enhance IRB credit risk models (PD, LGD, EAD)

  • Apply and improve SEB’s IRB modelling methodology in line with regulatory requirements

  • Perform independent analysis and challenge of model performance, assumptions, and usage

  • Set up and perform regular model monitoring, back-testing, and analysis of deviations

  • Collaborate with business, IT, validation, internal audit, and regulators

  • Support IT implementation of models and monitoring tools

  • Contribute to credit risk data quality initiatives and risk reporting

  • Prepare material for risk governance forums and supervisory reviews

     

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