Connecting...

W1siziisimnvbxbpbgvkx3rozw1lx2fzc2v0cy9vbgl2zxitamftzxmvanbnl29mzmljzs1izy1pbwfnzs5qcgcixv0
W1siziisimnvbxbpbgvkx3rozw1lx2fzc2v0cy9vbgl2zxitamftzxmvanbnl29mzmljzs1izy1pbwfnzs5qcgcixv0

Risk Modelling Analyst

Job Title: Risk Modelling Analyst
Contract Type: Permanent
Location: Kent, England
Industry:
Salary: £30000 - £50000 per annum
REF: 54489_1523261600
Contact Name: Luke Almond
Contact Email: Luke.Almond@ojassociates.com
Job Published: 3 months ago

Job Description

Brand new opportunity for a risk professional keen to hone their risk modelling skills in an entrepreneurial challenger bank who will give the successful candidate the chance to gain exposure to model development, monitoring and validation work.

My client are currently in the process of implementing a suite of models to support in the delivery of an IFRS9 compliant impairment framework.

Credit Risk Modelling Analyst

Kent (element of flexible working)

To £50,000

Brand new opportunity for a risk professional keen to hone their risk modelling skills in an entrepreneurial challenger bank who will give the successful candidate the chance to gain exposure to model development, monitoring and validation work.

My client are currently in the process of implementing a suite of models to support in the delivery of an IFRS9 compliant impairment framework. The risk team play a very central role in achieving the banks ambitious growth plans and the successful candidate will have a unique opportunity to liaise and work with various parts and teams within the organisation.

This role will work closely with the Risk Model Development Manager and Senior Risk Modelling Analyst who between them have over 20 years risk modelling experience and are experienced in developing aspiring risk modelling specialists.

Role responsibilities:

  • Management and monitoring of the existing IAS39 impairment models and management of the IFRS9 compliant modelling suite
  • Management, monitoring and validation of IRB models while supporting the development of generation 2 models
  • Support on stress testing models and loss forecasting

Required experience:

  • Track record of successful delivery in a modelling role (ideally IRB)
  • Model recalibration experience would be ideal
  • Proven ability of conducting statistical analysis in a coding environment such as SAS, SQL, R or Python
  • Experience of interpreting technical documentation and producing written reports which convey technical information in an accessible manner, targeted to specific audiences

If interested in hearing more on the above opportunity, send over your CV ASAP or alternatively give Luke a call on 0203 861 9216.