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Job Overview

Credit Risk SME

Location: London, England Salary: £700pd - £1,000pd + Expenses
Type: Contract Contact: James Rogers
Posted: about 1 month ago

My Banking client in Paris is looking for a Credit Risk Manager and a Credit Risk SME for a project to review current IFRS 9 and Credit Risk Standards/Framework. Full Expenses included.

Role Details;

  1. Analysis of internal models - PD. LGD etc
  2. Challenge Risk Models
  3. Modelling methodologies
  4. Walk-through testing, sampling and validation of data

Skills required;

  • Strong knowledge of IFRS 9 principles for credit risk accounting
  • Strong assessment of credit risk parameters (PD and LGD estimates) and modelling (validation and back-testing)
  • Good knowledge of regulatory and accounting regulation (IFRS) for credit risk
  • SAS, Excel

If you are interested in this role, please apply below or contact me for more information.

Eames Consulting is acting as an Employment Business in relation to this vacancy.