Accessibility Links

Executive Advisor - Credit Modeller (IFRS9)

  • Location: London
  • Salary: £Excellent Base + Benefits + Bonus
  • Job type: Permanent
  • Job reference: AB/166919
  • Sector: Credit Risk
Job Description

The Role

Responsibilities:

Advising clients on the impact of changing requirements in provision accounting standards (IFRS9) and helping clients validate or build credit risk measurement models.

The individual will also be expected to lead the individual workstreams within both IFRS9 and credit risk modelling engagements.

The individual will also be required to apply their skills to a broad range of banking risk related issues supporting both regional and national propositions.

The Person

Qualifications & Skills:

Detailed knowledge and experience in delivering of IFRS9 and credit risk modelling engagements. 

Knowledge and practical experience in accounting and risk requirements as related to IFRS9.

Detailed working knowledge and experience of all aspects of model development and validation including the following:

1)   Methodology design

2)   Data extraction and pre-processing

3)   Modular model development

4)   User acceptance testing

5)   Model performance assessments

6)   Model validation

In addition the candidate should be experienced in explaining complex technical terms or impacts to a senior non-technical audience.

Ability to communicate risk/finance requirements of IFRS9 to the reciprocal function, i.e. risk to finance and finance to risk.

Flexibility and agility to contribute in a senior capacity to a broad range of banking risk engagements. 

Excellent oral / written communication, planning, project management, networking and influencing skills

Flexibility to work across the UK (and internationally) where required

Similar jobs
Counterparty Quantitative Analyst
  • Location London
  • Salary £100000
  • Job type Permanent
  • Sector Banking, Market Risk, Credit Risk
  • Description A lead bank is currently seeking quantitative analyst to develop Counterparty credit risk models and analytical tools for CCP/CCR and stress testing.
Credit Risk Capital Management
  • Location London
  • Salary £60,000
  • Job type Permanent
  • Sector Credit Risk, Credit Risk
  • Description An exciting and dynamic wholesale credit risk role, working from origination through to finance.
Related news