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 »
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 »
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 »
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 »
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 »
