Due to a number of high profile client wins, this BIG4 client is looking to bolster it's award-winning team with a highly accomplished Credit Modelling Specialist.
The successful candidate will take the lead in advising clients on the impact of changing requirements in provision accounting standards (IFRS9) and helping clients validate or build credit risk measurement models. The individual will also be expected to lead the individual work streams within both IFRS9 and credit risk modelling engagements and to apply their skills to a broad range of banking risk related issues supporting both regional and national propositions.
Applicants should have experience in delivering of IFRS9 and credit risk modelling engagements and have good practical experience in accounting and risk requirements as related to IFRS9. Detailed working knowledge and experience of all aspects of model development is also required. This including Methodology design, Data extraction and pre-processing, Modular model development, User acceptance testing, Model performance assessments and Model validation. Naturally you will have the ability to understand and execute programming code including VBA, SAS, MatLab, C++ etc.
This role offers a competitive salary and benefits package as well as an exciting opportunity to grow and progress with a top global firm that is constantly going from strength to strength.
Please submit your CV ASAP for immediate consideration.
Only applicants with a suitable amount of UK based experience and who have a legal right to work within the UK will be considered.