IFRS9 Credit Risk Modelling Lead (Hybrid)

Campion Pickworth; Greater London; Hybrid; GBP 60,000 - 80,000; Full time

Job summary

An established bank in London is seeking a Credit Risk Modelling Manager to oversee the management and development of IFRS9 credit risk models. The role requires knowledge of statistical techniques and experience in banking model development. Key responsibilities include ensuring compliance with regulatory standards, delivering model monitoring, and implementing improvements in processes. A degree in a numerate subject and experience with modeling software like SAS, Python, or R are essential. This position offers hybrid working arrangements.

Qualifications

• Degree in a numerate subject with knowledge of advanced statistical and analytical techniques.
• Experience in the development of IFRS9 credit risk models in banking.
• Knowledge of credit risk management techniques.

Responsibilities

• Design, develop, implement and maintain IFRS9 Credit Risk models.
• Take ownership of individual model development and maintenance tasks.
• Deliver quarterly model monitoring and investigate performance concerns.
• Identify and implement improvements in technical developments.

Skills

Statistical and analytical techniques

Credit risk management

Data extraction and manipulation

Modeling software tools (SAS, Python, R)

Education

Degree in a numerate subject

Tools

SAS

Python

R

Job description

An established bank in London is seeking a Credit Risk Modelling Manager to oversee the management and development of IFRS9 credit risk models. The role requires knowledge of statistical techniques and experience in banking model development. Key responsibilities include ensuring compliance with regulatory standards, delivering model monitoring, and implementing improvements in processes. A degree in a numerate subject and experience with modeling software like SAS, Python, or R are essential. This position offers hybrid working arrangements.