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Credit Risk Analyst - IFRS9 Modelling

  • Location

    London

  • Discipline:

    Credit Risk & Analytics

  • Job type:

    Permanent

  • Salary:

    £40,000 - £65,000

  • Consultant:

    #

  • Email:

    blangstreth@merje.com

  • Job ref:

    BL/14143

  • Published:

    5 months 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.

The Client:

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