Description
My financial services client requires 2 Credit Risk Modellers to work on there IFRS Project.The Credit risk modeller will be responsible for the Development, documentation and calibration of credit risk models in line with IFRS9 accounting standards & regulatory requirements.
- Support user understanding of models and investigate ad hoc queries.
- Enhance model management through automation and development of new approaches.
- Develop IFRS9, LGD, EAD and PD credit risk models, managing the development through technical committees with key stakeholders.
- Validate performance of new models.
- Document new models to required standards
Experience required
Strong LGD, EAD and PD credit risk modelling experience
5+ years SAS experience
Experience handling Large data sets
Strong financial services experience
I am currently working with 3 different clients on IFRS9 programmes, for more information please contact me on