IFRS9 Modeling Lead – ECL & Risk Analytics

Vida Bank; Leeds; Hybrid; GBP 75,000 - 95,000; Full time

Job summary

A UK-based bank is seeking an IFRS9 Manager to oversee ECL models and ensure compliance with regulatory requirements. The ideal candidate will have extensive experience with ECL provisioning for residential mortgages, coupled with a strong understanding of IFRS9. Responsibilities include delivering impairment processing, engaging with auditors, and ensuring model enhancements. We value innovation, inclusivity, and authenticity in our team, and provide a comprehensive benefits package to support our diverse workforce.

Benefits

Comprehensive benefits package

Qualifications

• Hands-on experience in financial institutions with ECL provisioning models.
• Confidence to articulate complex data relationships.
• Desire to deliver complex modelling solutions.

Responsibilities

• Manage Vida Bank's IFRS9 models for accurate ECL predictions.
• Deliver monthly impairment processing and reporting.
• Engage with External Auditors on IFRS9 topics.

Skills

Strong understanding of IFRS9 requirements

Experience in UK mortgage market

Statistical modelling techniques

SAS coding

Python coding

Team collaboration skills

Ability to distil data into meaningful insights

Job description

A UK-based bank is seeking an IFRS9 Manager to oversee ECL models and ensure compliance with regulatory requirements. The ideal candidate will have extensive experience with ECL provisioning for residential mortgages, coupled with a strong understanding of IFRS9. Responsibilities include delivering impairment processing, engaging with auditors, and ensuring model enhancements. We value innovation, inclusivity, and authenticity in our team, and provide a comprehensive benefits package to support our diverse workforce.