Description
Corporate Risk Modeller - IFRS9 - Edinburgh
My client, a leading bank in the UK market, are currently undergoing massive change and transformation and as a result require an experienced Credit Risk Modeller to join their corporate banking team to support on a business critical divestment portfolio, ultimately setting up a new challenger bank to the UK market. This role sits within the Corporate Banking division and will look after 3 different credit models that ultimately need to run in parallel by 2017 in order to report the numbers to the regulators with the over all aim to go live by 2020.
In order to be considered for this role candidates must have the following skills/experience:
- Significant experience in banking/financial services
- Experience with model development within the corporate/wholesale credit risk space
- Strong regulatory knowledge and working experience, ideally IFRS9 or IAS39
- Knowledge of advanced statistical and analytical techniques and forecasting in a credit risk environment.
- Practical experience in the use of statistical packages and/or programming languages (eg EViews, SAS, SPSS) would be highly beneficial.
- Confident self starter who can hit the ground running and communicate with Senior Stakeholders in a Matrix structure.
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