A leading financial consultancy are on the lookout for an IFRS9 & Credit Modeller to join their established team in London.
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.
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:
1) Methodology design
2) Data extraction and pre-processing
3) Modular model development
4) User acceptance testing
5) Model performance assessments
6) Model validation
- In addition the candidate should be experienced in explaining complex technical terms r 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
Please apply below or contact me for more information.
