IFRS9 Impairment Modeling Lead

Vanquis; Greater London, Bradford; Hybrid; GBP 55,000 - 75,000; Full time

Benefits offered by this job

25 days holiday up to 30 days

Pension contribution up to 10%

Enhanced maternity and 4 weeks paternity leave

Opportunities for workations

2 days paid volunteering

LinkedIn Learning access

Private Medical Insurance option

Quarterly social events

Job summary

A leading specialist bank in the UK seeks a talented professional to develop and maintain IFRS9 Provisioning Models. This hybrid role located in London or Bradford involves complex modelling, ownership of provisioning models, and collaboration with analytics teams. Exceptional candidates will have extensive experience in impairment model design, technical expertise in SAS and Python, and strong communication skills. This position offers competitive benefits including flexible working arrangements and opportunities for professional development.

Qualifications

• Extensive experience in designing, building and calibrating impairment models compliant with IFRS 9.
• Experience with credit portfolios like credit cards or vehicle finance.
• Ability to present complex data insights all stakeholders.

Responsibilities

• Develop, monitor and calibrate the Bank’s provisioning models.
• Lead remediation actions raised by Model Risk team.
• Monitor impairment models and work with the Credit Risk team.

Skills

SAS

Python

SQL/Snowflake

Strong problem-solving skills

Communication skills

Attention to detail

Tools

Microsoft Excel

Job description

A leading specialist bank in the UK seeks a talented professional to develop and maintain IFRS9 Provisioning Models. This hybrid role located in London or Bradford involves complex modelling, ownership of provisioning models, and collaboration with analytics teams. Exceptional candidates will have extensive experience in impairment model design, technical expertise in SAS and Python, and strong communication skills. This position offers competitive benefits including flexible working arrangements and opportunities for professional development.