Risk Modelling Manager - IFRS9 IRB

Location
Birmingham, West Midlands
Salary
£75,000 - £76,000 per annum
Posted
05 Oct 2016
Closes
02 Nov 2016
Ref
1322646
Contract Type
Permanent
Hours
Full Time
Position: Senior Risk Modelling Manager - IFRS9 IRB
Location: West Midlands
Salary: £75000 - £76000 per annum
Job Type: Full Time

The company client is a well respected tier 1 financial services organisation who are currently looking to take on board a dynamic and skilled Senior Modelling Manager for their talented team based in West Midlands. Due to their expanding plans and success the business are looking for an experienced risk professional enthousiastic about working on market leading IFRS9 projects. This is an outstanding opportunity to achieve a highly lucrative and rewarding career.

Major duties for this position will involve:

* The successful candidate will lead all IRB and IFRS9 projects
* Provide guidance for the IFRS9 team and provide hands on technical support to the IRB function.
* Required to review and develop IRB models, firstly reviewing LGD and PD models, undertaking gap analysis when/where necessary, and advise on the need to raise the standard of models or redevelop models to become IRB compliant.

Background and competencies required:

* Experience required
* Experience building IRB models
* Expert SAS user and extensive modelling experience
* Proven experience in a management capacity in a credit risk model environment
* Experienced in leading high performing teams of credit risk modellers
* Exposure to leading IFRS9 or capital impairment model projects desirable
* Educated to degree level

Please send an up-to-date copy of your CV to be considered for this position.