Executive/Senior Executive/Assistant Manager - Credit Risk Model Validation - IFRS9/IRB/Basel

Responsibilities :

- Experience working in a credit risk modelling role within a financial or professional services firm.

- Practical experience in credit risk modelling techniques

- Knowledge and practical experience in accounting and risk requirements as related to IFRS9, IRB and regulatory credit risk models

- Relevant Sectoral experience - developing Retail/ Wholesale banking PD/EAD/LGD models

- Knowledge and experience of credit risk processes, governance and documentation

- Ability to communicate risk/finance requirements of IFRS9 to the reciprocal function, i.e. risk to finance and finance to risk.

- Ability to understand and execute programming code including SAS, R, Python

- Flexibility and agility to contribute in a senior capacity to a broad range of banking risk engagements.

- Excellent oral / written communication, planning, project management, networking and influencing skills.

- Flexibility to work across the UK (and internationally) where required