Description
Credit Risk Modeller
A Credit Risk Modeller is required to join the Capital and Impairments team to develop and validate a series of models against IFRS 9 requirements.
The role requires experience using statistical packages such as SAS and a track record delivering modelling projects to tight deadlines.
Key skills and experience
Understanding of Capital and Impairment models
Awareness of IFRS 9 reporting requirements
Extensive practical use of statistical packages such as SAS, R, EViews
Awareness of Capital and Impairment Modelling good practices
This is a fantastic opportunity for a Credit Risk Modeller so please apply ASAP to be considered.
Keywords: Credit Risk, Model, SAS, SPSS, R Programming, Capital, Impairment, IFRS 9, Forecasting, Portfolio, Analytics