Consultant/Senior Consultant/Assistant Manager/Manager - IFRS 9 - Big4

We are hiring for One of the Big 4.

ROLE : Consultant/Sr. Consultant/AM/Manager

RESPONSIBILITIES :

- Delivering IFRS 9 models on timely basis with high quality. Assess model adjustments and other activities for model mitigation. Build, train and manage team of high-performing risk modelers. Be a subject matter expert on all areas of IFRS 9 model development.

- Significant prior experience in an IFRS 9/IAS 39/Credit Risk Modelling team

- Understanding of risk metrics and accounting concepts (PD, LGD, EAD, arrears and roll rates, interest rates, fair value, write-offs)

- IFRS 9 and credit rating scorecard model building experience and documentation skills

- Secured / Structured Credit Risk experience - Asset Finance, Wholesale Finance

- Risk and financial reporting, and MI production experience

- Prior experience in undertaking linear regression analysis and historical vintage analysis

- Credit risk management, credit risk modelling or business expertise within a Retail/Commercial or Corporate bank, with the ability to apply technical IFRS 9 guidelines to practical business scenarios

- Hands-on experience of working in the IFRS9/IRB/CECL model development/validation.

- Deep understanding of IFRS9/IRB/CECL regulations

- Expertise in at least one of SAS, Python or R

Qualification Required: A degree in engineering, Statistics or Econometrics or a related discipline; an M.Stat is preferred