Credit Risk Manager - IIFRS 9 Model Exp

Lorien

Posted on Feb 5, 2024 by Lorien
Milton Keynes, Buckinghamshire, United Kingdom
IT
Immediate Start
£600 - £600 Daily
Contract/Project

  • Credit Risk Manager - IFRS 9 Model Exp
  • City of London or Milton Keynes - 2 days a week onsite, 1 of which will be Milton Keynes
  • 6 month contract
  • Inside of IR35
  • Up to £600

Within the clients Risk Division, the Provisions & Forecasting team is responsible for estimating credit loss reserves and for forecasting future credit losses over a range of different scenarios and time horizons.

The team is responsible for the maintenance and execution of the full suite of credit impairment models as well as DoD engines and plays a key role in the determination of credit loss budgets for the client and provides the credit loss projections used in internal and external stress testing exercises including those requested by regulatory authorities.

Key responsibilities are:

  • Oversee model implementation to produce model output
  • On-going maintenance of models
  • Support change process and implementation of new models
  • Development of analytics dashboard, monitoring and MI reports
  • Active engagement with other risk areas such as forecasting, portfolio management, collections etc.

Key Skills & Experience

  • Extensive Risk Manager with Capital Impairment Experience
  • Preferable to have experience working within the portfolio allocated (Mortgages, Retail Unsecured or Corporate)
  • Creation and Testing of IFRS 9 Models
  • SAS Coding experience is essential.

If you are available & interested, please apply today!

Carbon60, Lorien & SRG - The Impellam Group STEM Portfolio are acting as an Employment Business in relation to this vacancy.


Reference: 2711613650

https://jobs.careeraddict.com/post/87779416

This Job Vacancy has Expired!

Lorien

Credit Risk Manager - IIFRS 9 Model Exp

Lorien

Posted on Feb 5, 2024 by Lorien

Milton Keynes, Buckinghamshire, United Kingdom
IT
Immediate Start
£600 - £600 Daily
Contract/Project

  • Credit Risk Manager - IFRS 9 Model Exp
  • City of London or Milton Keynes - 2 days a week onsite, 1 of which will be Milton Keynes
  • 6 month contract
  • Inside of IR35
  • Up to £600

Within the clients Risk Division, the Provisions & Forecasting team is responsible for estimating credit loss reserves and for forecasting future credit losses over a range of different scenarios and time horizons.

The team is responsible for the maintenance and execution of the full suite of credit impairment models as well as DoD engines and plays a key role in the determination of credit loss budgets for the client and provides the credit loss projections used in internal and external stress testing exercises including those requested by regulatory authorities.

Key responsibilities are:

  • Oversee model implementation to produce model output
  • On-going maintenance of models
  • Support change process and implementation of new models
  • Development of analytics dashboard, monitoring and MI reports
  • Active engagement with other risk areas such as forecasting, portfolio management, collections etc.

Key Skills & Experience

  • Extensive Risk Manager with Capital Impairment Experience
  • Preferable to have experience working within the portfolio allocated (Mortgages, Retail Unsecured or Corporate)
  • Creation and Testing of IFRS 9 Models
  • SAS Coding experience is essential.

If you are available & interested, please apply today!

Carbon60, Lorien & SRG - The Impellam Group STEM Portfolio are acting as an Employment Business in relation to this vacancy.

Reference: 2711613650

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