IFRS Jobs in Merseyside

2 of 2 IFRS Jobs in Merseyside

Model Validation Specialist

City, Liverpool, United Kingdom
Virgin Money
ensure models across the business are fit for purpose Providing assurance on compliance with the regulatory requirements we work within Assisting with credit risk IFRS 9/Stress Testing models and the opportunity to be involved with IRB, Pricing, Op Risk, Climate Risk or other models Engaging with model owners … but not essential Experience using SAS and/or Python Good knowledge of Credit Risk Modelling including PD, EAD and LGD models Familiarity of IFRS 9 or Stress Testing models in the financial industry. Red Hot Rewards Generous holidays - 38.5 days annual leave (including bank holidays and prorated if part More ❯
Employment Type: Permanent
Salary: GBP Annual
Posted:

Credit Risk Modelling Manager

City, Liverpool, United Kingdom
Virgin Money
offsites, 3/4 x per year) Contract type: Permanent Be the voice we need. Live a life more Virgin. Our Team As an IFRS 9 Modelling Manager you will lead a small team of modellers and data scientists to develop risk and macroeconomic models to forecast the Banks Loan … Loss provisions. The remit is wide and covers all types of models within the IFRS 9 Provisioning landscape. This includes exposure to a range of business areas and covers retail and business banking products and customers. The team's focus is on the development, validation, management and monitoring of our More ❯
Employment Type: Permanent
Salary: GBP Annual
Posted: