Model Validation Specialist

About the role

The IFRS 9 Expected Credit Loss (ECL) Model Validation Specialist will join the engagement team to assess, validate, and document the client’s ECL models and related methodologies. This full‑time position requires strong technical expertise in Basel and IFRS 9 modelling, quantitative analysis, and audit support.

Key responsibilities

• Review client ECL methodology documentation, assess assumptions, and evaluate governance processes.
• Verify implementation of ECL models against approved methodologies and document findings.
• Independently replicate ECL calculations using Excel, SAS, R, Python, or other analytical tools.
• Identify errors or deficiencies, quantify their impact on credit loss provisions, and document impact assessments.
• Prepare technical input for Credit Specialist memos and support client meetings.
• Provide weekly progress updates, track hours, and ensure working papers meet quality standards.

Required profile

• Strong background in Basel and IFRS 9 modelling and quantitative analysis.
• Experience performing independent model validation and audit support.
• Ability to document procedures, observations, and conclusions clearly.
• Excellent communication skills for stakeholder interaction.

Required skills

• Excel
• SAS
• R
• Python