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IFRS9 Modelling

  • United Kingdom
  • up to £70k
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Barclay Simpson are pleased to be representing a specialist consumer banking group in their search for an IFRS9 Modeller.  The role is based in the group risk office, and will be a key member of the team which is responsible for the management and development of all IFRS9 models used across the group, as well as the some work on capital models.  The successful applicant will work on the development of impairment models across the group, as part of an ongoing process to redevelop the firms impairment forecasting capabilities.  There will also be responsibility for building and running a model monitoring and performance capability.  ls.

The firm are happy to consider remote working, or employees can be based at one of the 4 UK offices. Therefore applicant’s can be based anywhere in the UK.

Key Responsibilities:

  • Support the management and development of industry leading IFRS 9 models and associated monitoring.
  • Maintain model management processes in line with Group model governance policy.
  • Monitor and interpret model performance, providing assurance to the Bank Executive model outcomes are reliable and in compliance with prevailing regulations.
  • Present IFRS 9 monitoring outputs to senior model stakeholders and governance.
  • Perform ad hoc analyses and provide evidence-supported recommendation to model stakeholders.
  • Assist the team to deliver in a fast-paced environment, with a focus on efficiency and best in class results.

​Key Requirements:

    • Expertise in IFRS 9 model development methodologies used for secured and unsecured credit products.
    • Experience of working for a banking organisation
    • An understanding of effective model management principles.
    • Exposure to the design & implementation of credit models (IFRS 9, PD/LGD/EAD/SICR)
    • Experience of managing stakeholder relationships
    • Knowledge of model risk governance framework, Model Risk Management principles etc.
    • Experience of Power BI would be advantageous.
    • Significant relevant analytical experience in retail financial services or banking sector.
    • Significant hands-on model validation and/or model development experience in retail financial services or banking sector.
    • Honours Degree (2:1 or better) or equivalent degree in a quantitative subject such as Statistics or Mathematics
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We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know.

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