Role Mission
Support in the analysis of credit risk models and capital adequacy assessments, providing reliable
inputs to business units and the Risk Committee. This role integrates with strategic areas, ensuring
the delivery of robust analysis that strengthens risk-based decision-making.
Detailed Responsibilities
- Analyze credit risk models (PD, LGD, EAD), validating outputs and identifying key trends.
- Review and analyze reserves and provisions under IFRS9 and CNBV frameworks (not
responsible for generation, but for validation and analysis).
Support capital adequacy testing (ICAAP, DIESC, ESC-ES), ensuring alignment with regulatoryand internal standards.
Automate and present capitalization metrics for specialists, management, and committees.Collaborate in the preparation of strategic information for senior management and businessstakeholders.
Contribute to the documentation of methodologies and ensure consistency with Basel and localregulations.
Provide actionable insights to support origination, pricing, and capital allocation strategies.