Description
Credit Risk Modeller.
My client, a leading bank in The City, is looking for a Credit Risk Modeller.
*Knowledge of IFRS 9 requirements is a must.
Rate: £480 per day
Location: City of London
Duties/Responsibilities:
- Be able to work independently and manage an entire portfolio from design through to implementation. Manage a number of business stakeholders to ensure that their contribution to the workstream is optimised.
- Apply advanced statistical or technical methods in the development and validation of analytical and data solutions, ensuring all outputs are validated and robust;
- Be aware of business context and IFRS9 requirements for all developments of new analytical or data solutions.
- Lead and manage workstream, allocating work to balance task completion ensuring that all developments and analysis are of highest technical quality, can be implemented, meet business requirements and are delivered on time and to budget.
- Ensure all developments comply with internal and external standards and regulations. Drive forward process to achieve sign off of all technical developments from internal and external governance processes, as appropriate.
- Dynamically manage and control planning and prioritisation of team's workload, embodying a "can do" attitude to meeting stakeholder requirements and leading by example.
- Work with business and project contacts, in the implementation and use of all developments.
- Provide technical leadership to workstream;
- Communicate outputs of analysis clearly with stakeholders and business contacts, showing awareness of business impact.
- Adapt communication style and approaches to articulate findings, business impacts and recommendations coherently and effectively to fellow analysts.
- Produce the scoping, design, development, validation and implementation aspects of projects
- Act as a lead point of contact throughout the design development and implementation life cycle with stakeholders; be recognised as an expert in IFRS 9 impairment with an appreciation of other areas of credit risk.
- Be effective at managing own time, delivering all tasks to agreed timescales, pro-actively escalating any risks to delivery and proposing solutions to those issues.
- Work to Capital & Impairment IFRS 9 Modelling best practices.