deep analytics capability. As a member of the Credit Risk Analytics team, your role will include: Improve and develop credit model capabilities focussing on IFRS9, IRB and stress testing approaches across the full range of credit products. Providing credit measurem... APCT1_UKTJ 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 »
highly skilled credit risk analytics and modelling senior teams. The credit risk modelling assistant manager will:- Improve and develop credit measurement capabilities focussing on IFRS9, IRB and stress testing across multiple products Providing credit measurement modelling and analytics Supporting 1st Line teams with the build of new models or improvement … credit measurement ecosystems; for example practices around insight into movements, data, controls, model risk management, model monitoring and maintenance, reporting and external disclosure Supporting IFRS9 and assurance of RWA through challenge of methodological approaches and quality of implementation Credit measurement-related projects such as acquisition due diligence, stress testing and … Good credit modelling skills and experience in the development, delivery and/or validation of credit risk models under one or more of the IFRS9, IRB and forecasting/stress testing regimes Knowledge of the financial services industry different asset classes Ability to communicate complex concepts to non-expert audiences more »
deep analytics capability. As a member of the Credit Risk Analytics team, your role will include: Improve and develop credit model capabilities focussing on IFRS9, IRB and stress testing approaches across the full range of credit products. Providing credit measurement modelling and analytics Supporting 1st Line teams with the build … measurement ecosystems; for example practices around insight into movements, data, controls, model risk management, model monitoring and maintenance, reporting and external disclosure Audit of IFRS9 and assurance of RWA through challenge of methodological approaches and quality of implementation to identify material weaknesses Credit Risk projects inc. acquisition due diligence, stress … experience Credit modelling skills and experience in the development, delivery and/or validation of credit risk models under one or more of the IFRS9, IRB and forecasting/stress testing regimes Experience of the management of credit financials, associated governance and stakeholder perspectives Have worked within the financial services more »
work. THE ROLE Your work will vary significantly based on projects, however you can expect to: Analyse and monitor a range of models including IFRS9, IRB, Stress Testing and wider credit risk models Work on model validations, audits, oversight and wider implementation Use Python for client work as the business … across teams Communicate effectively and build strong working relationships with clients, presenting projects and clearly managing expectations YOUR SKILLS AND EXPERIENCE Prior experience with IFRS9 or IRB models in either a development, validation or audit role Strong knowledge and experience using Python Excellent communication skills and experience working closely with more »
