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