Ecl Modeler
CurrentModel Development: Design and implement ECL PD model using statistical techniques to estimate probability of default.Design and implement State-of-the-Cycle model to derive point-in-time PD estimates.Data Analysis: Analyze large datasets to identify model drivers and segmentation to inform the ECL models.Regulatory Compliance: Ensure models comply with IFRS-9 requirements and industry best practices.Validation and Testing: Conduct model validation to assess model performance and robustness. Prepare detailed documentation of methodologies and assumptions.Collaboration: Work closely with cross-functional teams, including risk management, economics, finance, and IT, to integrate models into existing systems and processes.Reporting: Prepare reports and presentations for senior management, clearly communicating findings and recommendations.Continuous Improvement: Monitor model performance and make adjustments as needed to enhance accuracy and reliability.
