impact. As the company and team grows, so will you! Anyway, the role! You will undertake analysis, model development and monitoring for the IRB, IFRS9 and other Models for the whole bank. You will work with the Model Manager in the Models and Ratings team to design, build and maintain … the models, which includes all customer life cycle models in addition to Basel and PRA compliant IRB models and audit approved IFRS9 models. So, if you have experience in: Strong SAS & SQL coding skills Advanced mathematical, modelling and quantitative analysis Previous experience of model building … or validation, quantitative analysis and data manipulation Experience working effectively with Internal and External Audit (desirable) Experience working in an IRB or IFRS9 project environment Then we want to speak with you – and so will they. We are more than happy to send you a more »
Milton Keynes, Buckinghamshire, South East, United Kingdom Hybrid / WFH Options
Volkswagen Financial Services (UK) LTD
liaise with external statutory auditors to justify reported provision figures, explain how provision models work and ensure compliance with latest accounting standards (e.g. IFRS9) You will also be involved in providing detailed analysis to support the auditor's requests for more information and articulate the … Proven high level mathematical capabilities and comfortable with large amounts of numeric data and, if you have an understanding of accounting standards, particularly IFRS9, it would be advantageous If you had an understanding of VWFS system architecture would be really helpful but not essential Experience more »
activities; You must have; At least 5 years' experience encompassing model development/validation and decision support model relates roles. Examples include: IRB; IFRS9; loss forecasting; stress testing or economic capital modelling; propensity modelling; or a combination thereof. A bachelor's degree in a quantitative more »
modelling techniques, and data analysis tools. Familiarity with regulatory requirements and industry standards related to model risk management (e.g., SR 11-7, CECL, IFRS9). Excellent analytical skills with the ability to identify patterns, trends, and anomalies in data. Effective communication and collaboration skills, with more »
improvements to the wider consumer lending team, including manual underwriting team, collections and customers services Assist the finance team with the development of IFRS9 modelling and provisioning Contribute to overall lending strategy and risk appetite of the bank Support the data team in the management more »
in an analytical field. experience in (i) finance business planning, (i) treasury/balance sheet management, and/or (ii) quantitate modelling (credit risk IFRS9 modelling). the bank’s operations, processes and tools to forecast the full portfolio: Retail, Wholesale, Treasury: across risk, finance, funding, liquidity, capital etc. skills more »
9, automated credit decisioning, sophisticated technology platforms and more. Work on • the advanced model development of IRB and/or IFRS9 and decisioning models • model insights • analytical analysis and investigations Skills Required • Self-starters with a passion for making a difference, great communications and influencing skills. … Possess strong critical thinking and interpretation skills. • High energy and resilience with a focus on relationship management skills. • Experience of IRB, IFRS9 and/or Decision-Making models • Advanced experience of SAS or a similar programming language • Shown & tested experience of data risk management To find out more and to more »
performance observations and suggesting improvements to the consumer lending team including underwriting, collections and customer services. Assisting the finance team with the development of IFRS9 modelling and provisioning and contributing to the overall lending strategy and risk appetite of the bank. Supporting the data team in the management of customer more »
Flexible working HOW TO APPLY: Email your CV or use the apply feature on this page KEYWORDS: Credit Risk Analytics, Credit Risk Modelling, Scorecards, IFRS9, AIRB, LGD, EAD, PD, Forecasting, Decision Science, Logistic Regression, SAS, SQL, R, Application Scorecard, Behavioral Scoring more »
looking for an individual who has Experience developing models in SAS Degree in mathematics, statistics, or a similar quantitative background Knowledge of the IFRS9 regulations and PD, LGD, and EAD models Someone with the drive to get hands-on building models High level of attention more »
within the Risk Measurements area of Credit Risk. The role is to be responsible for delivering and developing model monitoring across Scorecards, IRB, IFRS9 and other Credit Risk models. Along with adding value by identifying the areas that need further analysis, providing the why behind more »
operational tasks for IRB model development and validation. Regulatory Knowledge: In-depth knowledge of current IRB regulations, with experience in related areas like IFRS 9. Skills: Project Management: Proven ability to manage projects effectively. Quantitative Analysis: Strong quantitative background and analytical skills. Technical Proficiency: Proficient in Excel, Python more »
relationships Proven track record on coaching teams Desirable skills Associate member of the ACT, studying towards or intention to study towards Knowledge of IFRS9/IAS 39/IAS 32/IFRS 7 Understanding of treasury and/or trading controls An interest more »
enhance their Credit Underwriting team in London. Responsibilities: Oversight of portfolio credit quality, including provisioning and staging of loans as per accounting standards (IFRS9). Management and supervision of provisioning, staging, and strategy for the credit portfolio. Leading and approving annual and quarterly reviews for … SME) and real estate lending credit risks throughout the entire loan process, from origination to recovery. Comprehensive knowledge of accounting standards such as IFRS and their impact on credit risk management. Proficient use of data analysis tools. Experience in extracting, manipulating, and analyzing data to enhance business models. more »
in order to mitigate/minimise an potential losses arising from assigned portfolio; Provide ongoing recommendations in respect of appropriate impairment requirements under IFRS 9. Develop, implement and maintain a panel of professionals required to support distressed debt activities, within the REF Panel Committee; Keep up-to-date more »
measures. Help the traders understand their responsibilities in maintaining a visible control over their business. Ensure and monitor compliance with accounting Standards including IFRS 9. Supporting the risk department by ensuring traders understand their responsibilities in maintaining a visible control over the business Ensure all trades captured promptly more »
Job Description Model Validation Quantitative Specialist - London We require a Model Validation Risk Quant with at least 5 to 7 years of experience in IRB risk model validation. The candidate should be experienced in conducting independent model validation and quantification more »
LEAD IFRS9 QUANTITATIVE ANALYST UP TO £90,000 LONDON Join as an IFRS9 analyst for a fast-growing lender, developing diverse models across the bank for unique exposure and career growth. If you’re an experienced regulatory model developer seeking progression and exposure to a wide network of clients, this … exceptional customer experience. THE ROLE You can expect to be involved in the following day to day: Maintaining and monitoring governed data sources for IFRS9 and IRB compliance, updating code as needed Proactively resolving data issues, ensuring compliance with retention and deletion regulations, and enhancing data quality reports Creating and more »
