Credit Risk Modeller (IFRS9)

Recruiter
Bailey & French Ltd
Location
London
Salary
Competitive
Posted
27 Jul 2017
Expires
15 Aug 2017
Contract Type
Permanent

The Team

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.

Responsibilities

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