DETAILED DESCRIPTION OF WORK TASK TO BE CARRIED OUT

Business consultants to work on IFRS 9 audit related to model risk and management overlays for retail collective provisions.

DESCRIPTION OF KNOWLEDGE AND EXPERIENCE

Support is needed for two audits:
2025-121 GR - Collective Provisioning Overlay Process (250h)
2025-146 Implementation of Retail IFRS 9 2.0 Models, incl. Monitoring and Mitigating Actions

EXPERIENCE FROM THE FOLLOWING AREAS:

• retail IFRS 9 model development
• retail IFRS 9 model validation
• retail IFRS 9 model audit
• regulatory requirements, including ECB expectations
• coding skills- SQL, SAS, Python
  Req. number 3841

Please refer the Job description for details