Credit Risk Data Modeller - IFRS 9 Experience
Posted 1 week ago by Lorien
Negotiable
Inside
Hybrid
London Area, United Kingdom
Summary: The Credit Risk Data Modeller role focuses on supporting the Risk division's Provisions and Forecasting team in implementing new IFRS9 GEN2 models for impairment and stress testing. The position involves model specification, testing, output review, and development of analytics dashboards. The candidate will also prepare governance materials and maintain documentation for model changes. This is a 6-month contract based in Milton Keynes with a hybrid working arrangement.
Key Responsibilities:
- Specify model and execution requirements.
- Testing of the model implementation including the controls implemented.
- Review and challenge of the model output to ensure they are fit for use.
- Development of analytics dashboard, monitoring and MI reports.
- Preparing material to ensure these models are governed and approved at appropriate forums/committees.
- Support change on-going maintenance of the models.
- Develop process documentation and keeping it updated for model changes.
Key Skills:
- IFRS9 – hands on experience or worked on projects.
- IFRS9 Provisioning.
- IFRS9 Modelling.
- Strong SAS experience.
- Credit risk – broad experience.
Salary (Rate): undetermined
City: Milton Keynes
Country: United Kingdom
Working Arrangements: hybrid
IR35 Status: inside IR35
Seniority Level: undetermined
Industry: Other
Credit Risk Data Modeller - IFRS9 experience Inside IR35 Milton Keynes - 3 days onsite 6 month contract The ideal candidate will support The Risk division Provisions and Forecasting team, to support new IFRS9 GEN2 models being implemented as part of the project for impairment and stress testing. There are 5 models in total for impairments and their stress testing equivalents. These are being implemented in a third-party tool Exeqmode.
Key responsibilities are:
- Specify model and execution requirements.
- Testing of the model implementation including the controls implemented.
- Review and challenge of the model output to ensure they are fit for use.
- Development of analytics dashboard, monitoring and MI reports.
- Preparing material to ensure these models are governed and approved at appropriate forums/committees.
- Support change on-going maintenance of the models.
- Develop process documentation and keeping it updated for model changes Support change on-going maintenance of the models.
Essential Skills / Experience
- IFRS9 – hands on experience or worked on projects
- IFRS9 Provisioning
- IFRS9 Modelling
- Strong SAS experience
- Credit risk – broad experience
Please apply!