IFRS-9 Credit Modelling Lead
Nationwide
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Benefits offered by this job
Job summary
Nationwide is seeking an IFRS 9 Modelling Manager to lead a small team of credit modellers in developing risk models for provisioning, stress testing and pricing. Hybrid working is offered across UK offices with regular collaboration and some in-office days.
You will guide model development, validation and monitoring, and provide analytical support to Risk and Finance stakeholders. The role requires strong IFRS9 expertise, PD/LGD/EAD modelling, and the ability to mentor junior staff while
Qualifications
- Extensive experience in a Business/Corporate Credit Modelling role (IFRS9/IRB).
- Experience developing PD/LGD/EAD models for IFRS9/Stress Testing.
- Experience leading small teams in IFRS9/Stress Testing modelling.
- Strong foundation in SAS/SQL/Python/R for data analysis.
- Ability to explain model outcomes to non-technical stakeholders.
Responsibilities
- Deliver and enhance IFRS9 credit risk models for Business Banking.
- Manage quarterly economic model refreshes and PMA calculations.
- Ensure outputs meet regulatory and stakeholder expectations.
- Develop and implement IFRS9 models with Risk and Finance teams.
- Lead audit reviews of model outputs and provide robust analytics.
- Support junior team members and contribute to wider modelling network.
Skills
Tools
Job description
Nationwide is seeking an IFRS 9 Modelling Manager to lead a small team of credit modellers in developing risk models for provisioning, stress testing and pricing. Hybrid working is offered across UK offices with regular collaboration and some in-office days.
You will guide model development, validation and monitoring, and provide analytical support to Risk and Finance stakeholders. The role requires strong IFRS9 expertise, PD/LGD/EAD modelling, and the ability to mentor junior staff while
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