Description

Role Overview

The Model Development (MD) team within Risk Management is responsible for developing, enhancing, and implementing credit risk methodologies across wholesale and commercial portfolios. This role focuses on non-retail credit risk, covering IFRS 9 allowance, stress testing (e.g., EWST), and regulatory capital models.

The successful candidate will lead the development of robust, forward-looking credit risk models and drive innovation in modeling approaches to address the unique characteristics and limitations of non-retail portfolios.

Key Responsibilities