evolution of our portfolio. This role is pivotal for the team as the successful candidate will develop and further enhance our suite of IFRS9 models (PD, LGD, EAD, macroeconomic models) across both well established and emerging products. Additionally the successful individual will have oversight of … interaction with the senior management. Strong data and analytical skills are a must, as is a deep expertise in credit risk modelling and IFRS9 provision methodology. Experience in stress testing, IRB modelling, retail credit originations, Net Present Value modelling, Scorecard modelling and Capital are desirable … but not essential. End-to-end development and maintenance of IFRS9 models (PD, EAD, LGD) Construction of post-model adjustments/model overlays as and when required Implementation of new models Development and maintenance of economic-response models for scenario simulation and impairment Oversight and More ❯
development for credit risk, preferably in retail, corporate/wholesale also potentially relevant. Practical understanding of model validation techniques particularly on retail credit risk, IFRS9, and IRB models. Knowledge of model risk management regulations and standards in the UK and EU. Candidates will likely be working in the model risk More ❯
the organisation. The Risk team plays a pivotal role in providing challenge and oversight on the credit risk components of the bank's IFRS9 model, maintaining the integrity and precision of the bank's risk management framework. Our work is essential to supporting Allica's … description. If you think you'll be a good fit, we'd still love to hear from you! Flexible working We know the '9-to-5' isn't right for everyone. That's why Allica Bank is fully committed to flexible and hybrid working. Please let us know More ❯
or R. Strong communication skills, the ability to influence stakeholders, and experience with decision-making. Bonus points for experience with economic processes and IFRS 9. This role offers market-leading benefits, an excellent remuneration package, and the option to work fully remote. More ❯
AxiomSL) ControllerView regulatory reporting software Proven experience updating configurations and building reports in Axiom (preferably CV10) Demonstrated experience in regulatory reporting frameworks such as IFRS9, CRDIV, and Liquidity reporting Experience with data management principles and processes and robust familiarity with various data analysis and reporting tools such as: MS Excel More ❯
perform data wrangling pre-modelling. A hands-on data scientist or modeller background. Experience with one or more of credit risk, collections risk, affordability, IFRS9 and customer credit behaviours models. Ability to present sophisticated findings clearly, adapting the level of detail to the audience. Be self-motivated and comfortable working More ❯
someone with: A Keen interest in Audit Quality Excellent practical and technical auditing experience particularly on more complex audits Good working knowledge of IFRS Ability and willingness to assertively challenge and influence more senior individuals and peers Ability to think innovatively and creatively to identify ways to improve … to detail Strong written and oral communication skills Effective project management Desirable: Experience of performing audit quality reviews (pre or post audit opinion) Desirable: IFRS9 or IFRS17 expertise You'll be able to be yourself; we'll recognise and value you for who you are and celebrate and reward your More ❯
