Job Description
The opportunity
EY is seeking a Credit Risk Modelling Audit Specialist to join our Assurance ECL Valuation team, focusing on the external audit of credit risk models (IFRS 9) for our MENA audit clients. This is a unique opportunity to work with leading financial institutions, leveraging your technical expertise to deliver high-quality assurance.
Your key responsibilities
Act as a technical specialist on the external audit of credit risk models (IFRS 9) at audit entities.Conduct technical reviews of model development and validation documentation, including assessment of model performance and independent replication.Review end-to-end credit risk processes, including governance, policy, and procedures.Perform substantive testing and technical analysis for workstreams within IFRS 9 and credit risk modelling engagements.Support a broad range of banking risk-related issues, contributing to bo...