Quantification & IRFS9 Risk Manager

Employer
Paritas Recruitment Risk
Location
UK
Salary
Competitive
Closing date
23 Oct 2021

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Sector
Accountancy
Contract Type
Permanent
Quantification & IRFS9 Risk Manager

A UK bank is currently recruiting a Senior Manager level Risk Manager to join their team as a Quantification and IRFS9 Risk Manager. You will support the Risk Director in quantifying the banks financial risk including Credit and Investment Risk, Market Risk and Interest Rate Risk at enterprise level. There will be a specific focus on managing and implementing the banks IRFS9 Expected Credit Loss calculation, so previous experience in this space is essential. You will also be responsible for developing additional IRFS9 ECL models and PD / LGD scorecards, and supporting the development and implementation of other key reporting tools.

This role requires strong coding experience using VBA, SAS and/or WPS and as well as familiarity of the UK regulatory framework. Recent financial services experience is essential.

Please submit your CV if you have the relevant skills and experience.

A UK bank is currently recruiting a Senior Manager level Risk Manager to join their team as a Quantification and IRFS9 Risk Manager. You will support the Risk Director in quantifying the banks financial risk including Credit and Investment Risk, Market Risk and Interest Rate Risk at enterprise level. There will be a specific focus on managing and implementing the banks IRFS9 Expected Credit Loss calculation, so previous experience in this space is essential. You will also be responsible for developing additional IRFS9 ECL models and PD / LGD scorecards, and supporting the development and implementation of other key reporting tools.

This role requires strong coding experience using VBA, SAS and/or WPS and as well as familiarity of the UK regulatory framework. Recent financial services experience is essential.

Please submit your CV if you have the relevant skills and experience.

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