treasury functions ranging from FTSE100 to Housing Associations and Charities, including benchmarking. • Providing technical support on accounting and regulatory change projects such as IFRS9FinancialInstruments, new UK GAAP, EMIR and Basel III. • Assisting with delivering Treasury advisory projects ranging from strategy reviews, target operating … treasury and accounting issues. • Assisting in the preparation of presentations, thought leadership collateral and marketing material. • Supporting the business development of KPMG’s IFRS9 client proposition/offering and assisting in the responses to IFRS9 client proposals, with a primary … knowledge of IAS 39 and IFRS9 standards, and their practical application. (E) • Strong knowledge of accounting for financialinstruments under IFRS, and UK GAAP. (E) • Knowledge and experience of US GAAP. (D) • Experience of managing teams, coaching and mentoring junior staff. (E) • Proven more »
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 »
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 »
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 »
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 »
Redhill, England, United Kingdom Hybrid / WFH Options
Datalink Recruitment
will be taking a leading role in development, monitoring and maintaining credit risk models across retail and wholesale portfolios with a particular focus on IFRS9 models, although the role could also include IRB and behavioural scorecards. You will be expected to have significant modelling experience using SAS On offer is more »
identified, and that strategy and action plans are put in place and implemented without delay.• Analyse financial information and compile credit applications including IFRS9 recommendations• Ensure that non-financial risk is managed and that customers are treated fairly.• Manage both internal and external stakeholders. • Control more »
Build out a new set of credit model • Work across the current range of credit models within the business, including scorecards, propensity models, and IFRS9 models • Develop challenger models to improve and enhance the modelling suite • Monitor and report on these models, taking oversight across the modelling processLead Data Scientists more »
Build out a new set of credit model Work across the current range of credit models within the business, including scorecards, propensity models, and IFRS9 models Develop challenger models to improve and enhance the modelling suite Monitor and report on these models, taking oversight across the modelling processLead Data Scientists 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 »