Senior Credit Risk Modelling Analyst- Irb, Ifrs9

2 weeks ago


West Midlands Region, United Kingdom MERJE Ltd Full time

An exciting opportunity to join a well recognised business as a Senior Credit Risk Modelling Analyst. The successful individual will be responsible for the end-to-end development of credit risk models (scorecards, IFRS9 & IRB), to meet regulatory and businessrequirements, using advanced analytics and statistical modelling techniques.

Role Responsibilities:

- Recalibration of IRB models
- Design and development of the next generation IFRS 9 models
- Developing strategic models that have a wider use in the business.
- Build strong, working relationships within Credit Risk and across the business
- Presenting results to key stakeholders by developing and delivering papers and presentations.

Role Requirements:

- You will have gained significant experience of working with a high degree of autonomy in a highly analytical environment, within modelling and the financial services sector.
- Knowledge of credit risk regulatory frameworks; especially Basel Accord for IRB modelling and IFRS9 standards for impairment is highly advantageous.
- You will be highly capable with a proactive and innovative approach, identifying opportunities and solutions that deliver incremental business benefit through the leveraging of data and analytics.
- You will have impressive inter-personal skills, including the ability to build strong working relationships with stakeholders, and excellent personal impact and influencing skills.
- Have a proven track record of being able to communicate the results of their quantitative analysis, both verbally and in writing, in a clear and concise manner to a senior, non-technical audience.
- Degree qualified (minimum 2.1 or equivalent) in a relevant discipline and be experienced in using statistical packages such as SAS or their equivalent as well as having advanced skills in using Microsoft Excel.
- If you would like this job advertisement in an alternative format, please contact MERJE directly._



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