£40,000 - £65,000
over 2 years ago
As the Credit Risk Analyst - IFRS9 Modelling, you will advise and assist clients in the build, development and validation of Credit Risk measurement models.
A global, widely-recognised and successful Financial Services business.
This Client does not provide sponsorship.
Key Responsibilities of the Credit Risk Analyst - IFRS9 Modelling:
- Advising clients on the impact of changing requirements in provision accounting standards (IFRS9)
- Helping clients validate or build credit risk models (PD, EAD, LGD)
- Apply skills to a broad range of banking risk related issues supporting both regional and national propositions
The ideal candidate for this Credit Risk Analyst - IFRS9 Modelling opportunity will have the following knowledge, experience and understanding:
- Vast experience of Credit Risk Modelling (PD, EAD, LGD) within retail/wholesale banking
- Strong understanding and ability to execute programming code, including SAS, VBA, Matlab, C++, etc.
- Knowledge and experience of accounting / risk requirements relating to IFRS9
- Detailed working knowledge of all aspects of the model life cycle – development, build, validation, etc.
- Flexibility to apply skillset to a wide range of engagements
- Excellent communication skills