Credit Risk Data Modeller

Credit Risk Data Modeller - IFRS9 experience

Inside IR35

Milton Keynes - 3 days onsite

6 month contract

The ideal candidate will support The Risk division Provisions and Forecasting team, to support new IFRS9 GEN2 models being implemented as part of the project for impairment and stress testing. There are 5 models in total for impairments and their stress testing equivalents. These are being implemented in a third-party tool Exeqmode.

Key responsibilities are:

• Specify model and execution requirements.
• Testing of the model implementation including the controls implemented.
• Review and challenge of the model output to ensure they are fit for use.
• Development of analytics dashboard, monitoring and MI reports.
• Preparing material to ensure these models are governed and approved at appropriate forums/committees.
• Support change on-going maintenance of the models.
• Develop process documentation and keeping it updated for model changes
• Support change on-going maintenance of the models.

Essential Skills / Experience

• IFRS9 - hands on experience or worked on projects
• IFRS9 Provisioning
• IFRS9 Modelling
• Strong SAS experience
• Credit risk - broad experience

Please apply!

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