ECL Valuation Specialist

An EY Credit Risk Modelling Audit Specialist will focus on the external audit of credit risk models IFRS 9 for MENA audit clients, delivering high‑quality assurance.

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 both regional and national propositions.
• Stay abreast of changing requirements in IFRS 9 and validate or build credit risk measurement models, including challenger models.

Skills and Attributes for Suc...