Risk Analyst - IFRS9 - London

London  ‐ Onsite
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Description

Risk Analyst - IFRS9 - London

I have a very exciting contract opportunity for an experienced Risk Analyst for one of the biggest banking clients in the UK. The role will be based in London within a regulatory implementation around IFRS9 that has to be delivered by 2017. It will look at the credit risk framework and either validating or developing the models in place, for example Pillar 1 IRB, Stress testing, IFRS9 and Economic capital models.

In order to be considered for this role candidates are required to have the following:

- Credit Risk experience from Wholesale or Retail banking positions.
- Proven credit risk model experience gained from previous or current banking positions.
- Previous knowledge and experience around IFRS9, the main focus is on IFRS9 models and methodologies so this would be highly desirable.
- Proven experience either validating or developing credit models: Pillar 1 IRB, Stress testing, IFRS9 and Economic capital models.
- SAS experience would advantageous
- Assessing the models against regulatory requirements and putting requirements in place in line with the compliance guidelines etc.

Recruitment Zone acting as an employment business in regard to this advert.

Start date
ASAP
Duration
6 months
From
RZ Group
Published at
08.10.2015
Project ID:
997170
Contract type
Freelance
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