Credit Risk Modelling - Analyst/Senior Consultant

The Team

The business is building a center of excellence for Credit Risk Services globally and are looking for a number of technical specialists to join the new team working across model development of :

1) Credit risk models (IFRS 9 and IRB)

2) End to end credit risk process

3) Advising clients on the impact of changing requirements in provision accounting standards (IFRS9) and helping clients validate credit risk models

Description of the Role:

• Technical review of model development documentation
• Technical review of model validation documentation
• Assessment of model performance
• Credit governance reviews
• Credit risk policy and procedure reviews

Experience:

Essential:

• Experience of credit risk modelling techniques (3-10 years')
• Knowledge of credit risk processes, governance and documentation
• Experience in all aspects of model development/ validation

Expertise/Technical role requirements:

Essential:

• Understanding of key regulatory/ accounting requirements ( IFRS 9, Basel, CECL)
• Ability to understand and execute programming code including SAS, R, Python