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SAS Developer - IFRS9 experience

Job Type
Contract/Temporary
Location
Milton Keynes, Buckinghamshire
Salary
Negotiable
Job Ref
BBBH139618_1720108342
Date Added
July 4th, 2024

SAS Developer - IFRS9 experience

Inside IR35

Milton Keynes - 2 days onsite

Contract until 31/12/2024

 

The aim of the role is to manage the end-to-end credit risk stress testing exercises for a given portfolio, such as: Budget, Bank of England stress testing, EBA and ICAAP exercises. Requires management of one to two analysts.

Key responsibilities are:

  • Oversee model execution to produce unadjusted model outputs.
  • Liaising with Subject Matter Experts to identify required overlays and adjustments to model results.
  • Presenting results to governance forum/committees.
  • Completing qualitative and quantitative submissions.
  • Support the end-to-end model cycle development including, development, validation, implementation.
  • Closing internal audit and internal validation points.
  • Keeping process documentation up to date with model changes.
  • Enhancing and monitoring control over the credit risk stress testing process.
  • Impairment and Stress testing aligned to each other - Technical, integration, stress testing and capital risks.
  • Stay abreast of regulatory guidance and relevant changes.
  • Active engagement with credit risk areas such as portfolio management, collections, or recoveries

 

Essential Skills / Experience

 

  • Good risk knowledge- Manager level
  • SAS Coding - Mainly SAS experience
  • IFRS9 experience
  • Consider validation, model execution, data modelling background
  • Logistic Regression knowledge (desirable)
  • Credit Risk Experience.
  • Experience in Financial forecasting and modeling
  • DOD (desirable however not essential).
  • Experience with budget models and stress testing - more business analytics
  • Capital impairment experience
  • Analytical thinking skills.

Please apply!

Carbon60, Lorien & SRG - The Impellam Group STEM Portfolio are acting as an Employment Business in relation to this vacancy.

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