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Model Risk Management Senior Analyst – Validation - IFRS9 - LGD - Retail Banking Excellent opportunity opens for a skilled Model Risk Management professional with excellent IFRS9 LGD Model Validation experience on the retail side to join a growing international Bank's Model Risk Management team. The Model Risk Management (MRM) team are responsible for the design and maintenance of the Bank's Model Risk Management policy and framework, ensuring comprehensive model governance and carrying out model validations and reviews across all the Banks models. The successful candidate will contribute to the independent review and validation of IFRS9 models and ensuring that efficient model risk management (governance, model inventory management, recommendations, and action plans, among other responsibilities) is being applied in line with the MRM principles outlined in SS1/23. Responsibilities Operates in line with the Bank's Risk Management Framework (including sub-frameworks) and relevant risk and compliance policies and procedures, ensuring appropriate and timely escalation of any concerns to their line manager;Validate IFRS9 LGD modelsCarry out model validation of models used for other regulatory purposes such as ICAAP and ILAAP;Continue to embed the Model Risk Management Framework, including model identification process, attestation, validation, and monitoring. This also includes identifying further areas of non-compliance to SS1/23;Participate in the identification and assessment of the Bank's key model risks. Ensure model risks with the Bank are effectively identified, measured, monitored and controlled, consistent with the Bank's risk appetite statement and all policies and processes;A