Model Risk Manager (Financial AI Project) IFRS 9

Model Risk Manager

A.I Projects - Large Language Models LLM

Please note,initially scheduled until the end of 2024 however this will extend for a further 6 or 12 months.

Purpose:Overseemodel risk in finance and treasury functions, ensuring the reliability of financial models.

Key Responsibilities:

• Managestress testingfor loss, revenue, capital, and liquidity.
• Engage inAI projectslike model validation andAI security testing.
• Conduct risk reviews across reserving, stress testing,ICAAP, and ILAAP.
• Collaborate with stakeholders to enhance professional growth.

Skills:

• Expertise infinancial modeling, CECL, IFRS 9.
• Deep knowledge offinancial risks (solvency, liquidity).
• Experience inregulatory submissions and disclosures.

Experience: 5+ years in financial institutions;advanceddegree in statistics,math, finance, or economics.