Base: £58,000 to £78,000; bonus/equity: incentive ...
On-site
Ifrs 9 impairments background
Credit risk model development
Ifrs 9 provision methodology
Our Capital, Impairments & Forecasting team is responsible for developing, executing and managing the models used to calculate IFRS 9 ECL and credit risk capital
Job Summary
Our Capital, Impairments & Forecasting team is responsible for developing, executing and managing the models used to calculate IFRS 9 ECL and credit risk capital.
This role is pivotal for the team as the successful candidate will help develop and further enhance our suite of IFRS 9 models across both well established and emerging products.
We rely heavily on Google Cloud Platform, dbt, BigQuery SQL, and Python for our analytics infrastructure and data science.
Matching Summary
Our Capital, Impairments & Forecasting team is responsible for developing, executing and managing the models used to calculate IFRS 9 ECL and credit risk capital.
Salary
Base: £58,000 to £78,000; Bonus/Equity: Incentive Awards tied to performance; Benefits: Benefits
Skills & Requirements
Must-have
IFRS 9 impairments background
credit risk model development
IFRS 9 provision methodology
SQL and Python or R
data and analytical skills
Nice-to-have
prior IFRS 9 model development experience
data visualisation tool experience
impact driven mindset
self-starter mindset
team player
Key Requirements
end to end credit model development experience
experience monitoring ECLs and conducting driver analyses