Predictive Modelling Analyst - IFRS9

Recruiter
Harnham
Location
London
Salary
45000.0000
Posted
14 Feb 2017
Closes
14 Mar 2017
Contract Type
Permanent
Hours
Full Time

Predictive Modelling Analyst - IFRS9
London
Up to £50,000 plus competitive benefits package

Are you looking for a step up in your current role where you can be come a specialist Predictive Modelling Analyst? This role gives you the opportunity to lead the design and build of impairments for IFRS9 across the company's Mortgage and Credit Card products. You will be involved on the design, development, documentation and monitoring of Credit Risk Models in line with IFRS9 and under guidance of other teams.

THE COMPANY

This is your chance to work for an established financial service with a large variation of products who are looking to strengthen their hold within their sector.

DAY TO DAY RESPONSIBILITIES

As a Senior Predictive Modelling Analyst, your main responsibility will be to contribute to the design and development of IFRS9 compliant Impairment Models in line with specifications. You will also be working closely with Independent Model Validation and influencing the creation and proposal of new impairment methodologies. Other responsibilities will include undertaking research to support model development and working on delivering comprehensive model methodologies.

WHAT IS REQUIRED FROM YOU?

  • Experience within an analytical environment where you have been building PD, EAD and LGD models.
  • Skilled in using of SAS or SQL.
  • Strong communication and Stakeholder management skills.
  • Educated to degree level in a numerate subject.
  • Ability to be a team player and build relationships across all aspects of the company.

BENEFITS

You should expect to earn up to £50,000 plus a competitive benefits package

HOW TO APPLY?

Please register your interest by sending your CV via the Apply link on this page.

KEYWORDS

Predictive Modelling - Analyst - Credit Risk Analyst - Probability of Default - PD - Exposure at Default - EAD - Loss Given Default - LGD - Modelling - IFRS9 - IFRS 9 - Impairment - Retail Credit Risk - Retail Finance