Description
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Develop, maintain, and enhance IRB credit risk models (PD, LGD, EAD)
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Apply and improve SEB’s IRB modelling methodology in line with regulatory requirements
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Perform independent analysis and challenge of model performance, assumptions, and usage
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Set up and perform regular model monitoring, back-testing, and analysis of deviations
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Collaborate with business, IT, validation, internal audit, and regulators
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Support IT implementation of models and monitoring tools
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Contribute to credit risk data quality initiatives and risk reporting
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Prepare material for risk governance forums and supervisory reviews
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