Credit Risk Model Auditor – IFRS 9

About the role

Deloitte Turkey is seeking a Credit Risk Model Auditor to join its Financial Risk Advisory team. You will work on high‑profile engagements in the financial sector, focusing on IFRS 9 Expected Credit Loss models, model governance and regulatory compliance.

Key responsibilities

• Perform IFRS 9 model audits covering PD, LGD, EAD and staging methodologies.
• Assess model design, data quality, assumptions, segmentation, macro‑economic models and post‑model adjustments.
• Evaluate model performance, back‑testing practices and monitoring frameworks.
• Review compliance with BRSA, IFRS 9, Basel III/IV, EBA, ECB and internal governance requirements.
• Identify model risks and provide practical, value‑adding recommendations.
• Prepare high‑quality data analysis, audit documentation and deliverables.
• Collaborate with clients, model development teams, validation units, risk management, internal audit and senior management.

Required profile

• Bachelor’s degree in Economics, Statistics, Mathematics, Engineering or a related field.
• 1‑3 years of experience in IFRS 9 modelling, credit risk modelling (PD/LGD/EAD) or model governance in financial institutions.
• Strong analytical and structured thinking with problem‑solving skills.
• Excellent written and oral communication in English and Turkish.

Required skills

• Hands‑on experience with SQL and/or SAS, Python, R.
• Proficiency in MS Office applications.
• Strong interest in financial risk, regulatory frameworks and data analysis.