Credit Risk Analyst - IFRS9 experience

Summary: The Credit Risk Analyst role focuses on supporting the Risk division's Provisions and Forecasting team in implementing new IFRS9 GEN2 models for impairment and stress testing. The position involves model specification, testing, output review, and the development of analytics dashboards. The analyst will also prepare governance materials and maintain process documentation for model changes. This is a 6-month contract based in Milton Keynes with a requirement for 3 days on-site work each week.

Key Responsibilities:

• Specify model and execution requirements.
• Testing of the model implementation including the controls implemented.
• Review and challenge of the model output to ensure they are fit for use.
• Development of analytics dashboard, monitoring and MI reports.
• Preparing material to ensure these models are governed and approved at appropriate forums/committees.
• Support change on-going maintenance of the models.
• Develop process documentation and keeping it updated for model changes.
• Support change on-going maintenance of the models.

Key Skills:

• IFRS9 - hands on experience or worked on projects.
• IFRS9 Provisioning.
• IFRS9 Modelling.
• Strong SAS experience.
• Credit risk - broad experience.

Salary (Rate): undetermined

City: Milton Keynes

Country: United Kingdom

Working Arrangements: hybrid

IR35 Status: inside IR35

Seniority Level: undetermined

Industry: Finance