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Executive Advisor - Credit Modeller (IFRS9)

  • Location

    London

  • Discipline:

    Risk Management

  • Job type:

    Permanent

  • Consultant:

    Luke Nash

  • Email:

    lnash@merje.com

  • Job ref:

    LN/13413

  • Published:

    6 months ago

Job Description:

My client is a top four consultancy currently searching for a Credit Modeller with extensive IFRS 9 experience.

The Role:

Responsibilities:

  • Advising clients on the impact of changing requirements in provision accounting standards (IFRS9) and helping clients validate or build credit risk measurement models.
  • The individual will also be expected to lead the individual workstreams within both IFRS9 and credit risk modelling engagements.
  • The individual will also be required to apply their skills to a broad range of banking risk related issues supporting both regional and national propositions.

The Person:

Qualifications & Skills:

  • Detailed knowledge and experience in delivering of IFRS9 and credit risk modelling engagements. 
  • Knowledge and practical experience in accounting and risk requirements as related to IFRS9.
  • Detailed working knowledge and experience of all aspects of model development and validation including the following:
  • Methodology design
  • Data extraction and pre-processing
  • Modular model development
  • User acceptance testing
  • Model performance assessments
  • Model validation

In addition the candidate should be experienced in explaining complex technical terms or impacts to a senior non-technical audience.

Ability to communicate risk/finance requirements of IFRS9 to the reciprocal function, i.e. risk to finance and finance to risk.

Flexibility and agility to contribute in a senior capacity to a broad range of banking risk engagements. 

Excellent oral / written communication, planning, project management, networking and influencing skills

Flexibility to work across the UK (and internationally) where required

Experience & Background:

  • Ability to understand and execute programming code including VBA, SAS, MatLab, C++ etc
  • Relevant Sectoral experience – Developing Retail/ Wholesale banking PD/EAD/LGD models