£70K/yr to £90K/yr
London, England
Permanent, Variable

Senior IFRS9 Modeller

Posted by Harnham - Data & Analytics Recruitment.

Senior IFRS9 Modeller

London

Hybrid

Up to £90,000

The Company

I am hiring a Senior IFRS9 Modeller for a leading UK Bank who will be coming into the role to maintain and enhance their credit risk models while making sure they are in line with regulation.

The Role

What you will do as a Senior Credit Risk Modeller:

  • Developing and implementing credit risk models (PD, LGD, and EAD models)
  • Analyse large datasets to extract meaningful insights to drive model development
  • Developing models working with other functions to meet regulatory requirements for IFRS9.
  • Communicating and presenting analysis and insights to senior stakeholders
  • Using SQL, SAS, and Python daily to develop credit risk models for a range of clients within financial services.

Requirements:

What you need to be successful as a Senior Credit Risk Modeller:

  • Strong experience working within credit risk models
  • Experience developing IFRS9 models
  • Strong experience with SAS, SQL, and Python for credit risk modelling
  • Strong experience developing credit models end-to-end
  • Numeric degree from a top university

Benefits

Up to £90,000 + competitive bonus and benefits

HOW TO APPLY

Please register your interest by sending your CV to Sean Tunley via