Credit Risk Modeller (IFRS9)
Using a mixture of analytical, mathematical and methodological approaches, the Risk team offers clients support mitigating risk across the various financial and non-financial capacities (Credit, Market, Operational, Liquidity etc), as well as helping to increase Productivity and Profit for their clients across the board. They are highly competent in Regulatory Compliance, Modelling, Risk Frameworks, Governance, Architecture, Fraud, Dispute Resolution, Capital Management amongst many others.
Supporting clients in the compliance of IFRS9 regulations and building or validating credit risk measurement models.
You also be required to be flexible and agile to contribute to ad-hoc financial risk related issues relevant to your skillset, supporting both internal projects and client engagements.
Qualifications and Skills
Experienced Credit Risk Modeller
Strong knowledge of IFRS9 requirements and practical experience in compliance
Thorough working knowledge of Model Development and Model Validation throughout Data Extraction, Modular Model Development and User Acceptance Testing
Excellent Writen and Spoken skills, displaying a confident manner when presenting your work, in additition to Networking, Persuading and Influencing.
Proficiency in VBA, SAS, MatLab, C++ etc
Relevant Experience in Wholesale and Retail models (PD/LGD/EAD)
Flexibility to travel when neccesary
MSc or PhD preferred with strong Mathematical Content
My Client is looking at Senior Consultant, Manager and Senior Manager grades
Mininimum 2 years experience in a relevant field