IFRS 9 Model Validation IFRS 9 Model Validation …

Badenoch & Clark
in London, England, United Kingdom
Permanent, Full time
Be the first to apply
Negotiable
Badenoch & Clark
in London, England, United Kingdom
Permanent, Full time
Be the first to apply
Negotiable
This is a fantastic opportunity to join a new and growing team to help build out the credit risk model validation (IFRS9) team in London or in Manchester. Interaction with stakeholders within the banking audit teams as well as model development / validation teams at entities the business audits. The successful candidate will also be responsible for providing guidance and having oversight of analysts work.
Description of the role:
*Technical review of model development documentation
*Technical review of model validation documentation
*Assessment of model performance
*Independent replication of any of the above
*Credit governance reviews
*Credit risk policy and procedure reviews
*Individual credit file reviews and substantive testing

Essential
*Credit risk modelling techniques
*Knowledge of credit risk processes, governance and documentation
*Experience of Retail/Wholesale PD/LGD/EAD models
*Experience in all aspects of model development/validation including data extraction, data transformation, modular model development, user acceptance testing, model performance testing
*Understanding of key regulatory/ accounting requirements (eg IFRS 9, Basel, CECL)
*Ability to understand and execute programming code including SAS, R, Python
*Ability to communicate risk/finance requirements of IFRS9 to the reciprocal function, i.e. risk to finance and finance to risk.
*Flexibility to work across the UK (and internationally) where required

Badenoch + Clark acts as an employment agency for permanent recruitment and an employment business for the supply of temporary workers. Badenoch + Clark UK is an Equal Opportunities Employer.

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