Credit Risk Modelling Analyst

  • 600 - 800 per day
  • London, England, United Kingdom
  • Contract, Full time
  • Venn Group
  • 06 Feb 19

An excellent opportunity has recently arisen at a global bank based in London for an IFRS 9 Modelling Analyst

This position requires the use of credit metrics e.g. PD, LGD and EAD models and assist with IFRS 9 impairment model design, development and validation work. It is important to have detailed knowledge of corporate and commercial banking products as you will be required to conduct product segmentation and analysis under the classification and measurement requirements.

Other day to day duties include,

• Produce specs for developers to implement the model • Provide guidance and support to the model development personnel. • Work in conjunction with other teams such as Finance and Credit Department. • Produce and maintain methodology documents for IFRS 9 impairment model

This is a great opportunity to further develop your understanding of IFRS 9 and increase your analysis, stakeholder management and testing skills. It would also be highly desirable to have VBA, SQL or C++, C# or R knowledge.

It is essential to have a Bachelor or Masters in a quantitative subject (Maths/Financial Maths/Engineering/Physic etc.) Knowledge of IFRS 9 from a modeller perspective is also essential.

If you are interested in this fantastic opportunity or similar positions, please contact Joseph Tilley on 020 7557 7667 and email your CV to

Venn Group is an equal opportunities employment business and employment agency and welcomes applications from all candidates.