Credit Risk Data Modeller - IFRS 9 Experience

JR United Kingdom; Slough; On-site; GBP 45,000 - 70,000; Full time

Job summary

A leading client seeks a Credit Risk Data Modeller in Slough for a 6-month contract, focusing on IFRS9 models and analytics development. Ideal candidates will have hands-on experience with IFRS9, model testing, and dashboard creation for risk assessment. This role includes ongoing model maintenance and governance material preparation.

Qualifications

• Hands-on experience with IFRS9 projects required.
• Proficiency in risk modeling and analytics.

Responsibilities

• Specify model and execution requirements.
• Testing of model implementation and controls.
• Development of analytics dashboards and reports.

Skills

Model Testing

Data Analysis

IFRS9

Analytical Dashboard Development

Tools

Exeqmode

Job description

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Credit Risk Data Modeller - IFRS 9 Experience, Slough

Client: Lorien

Location: Slough, United Kingdom

Job Category: Other

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EU work permit required: Yes

Job Views: 3

Posted: 06.06.2025

Expiry Date: 21.07.2025

Job Description:

Inside IR35

Milton Keynes - 3 days onsite

6 month contract

The ideal candidate will support The Risk division Provisions and Forecasting team, to support new IFRS9 GEN2 models being implemented as part of the project for impairment and stress testing. There are 5 models in total for impairments and their stress testing equivalents. These are being implemented in a third-party tool Exeqmode.

Key responsibilities are:

• Specify model and execution requirements.
• Testing of the model implementation including the controls implemented.
• Review and challenge of the model output to ensure they are fit for use.
• Development of analytics dashboard, monitoring and MI reports.
• Preparing material to ensure these models are governed and approved at appropriate forums/committees.
• Support change on-going maintenance of the models.
• Develop process documentation and keeping it updated for model changes.
• Support change on-going maintenance of the models.
• IFRS9 – hands on experience or worked on projects.