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IFRS9 Model Monitoring Analyst

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Location Edinburgh, Scotland Salary £400 - £450 per day +
Sector Banking and Finance Find out more Contract

Leading bank in UK is looking for an IFRS9 Model Monitoring Analyst to join their office location in Edinburgh. The ideal candidate will have extensive experience in the development and use of risk models and expert knowledge of modern risk management techniques within Commercial Banking.

Responsibilities:

  • Lead on the development and build of the IFRS9 model calibrations and model monitoring process using statistical techniques.
  • Oversee the scoping, design, development, validation and implementation aspects of developments
  • Act as a lead point of contact throughout the design development and implementation
  • Manage relationships with business stakeholders, Finance and Risk stakeholders.
  • Lead and manage multiple workstreams, ensuring that all the development and analysis are of highest technical quality.
  • Manage and control planning and prioritisation of workload

Requirements:

Essential:

  • Excellent quantitative analysis skills
  • Extensive experience in the development and use of risk models in Commercial Banking
  • Expert knowledge of modern risk management techniques
  • Experienced in the extraction and manipulation of data to support risk model development, calibration and model monitoring processes
  • Experienced and competent in the use of computer-based software and statistical packages (SAS, SPSS, R, Matlab, C, C++, JAVA, EViews)
  • Excellent team and project management

Desirable:

  • Good experience in development of IFRS9 models and knowledge of the development and build of calibration and model monitoring processes

If you have the right skills and experience for the IFRS9 Model Monitoring Analyst, please apply now!

KEYWORDS: CALIBRATION, MODEL, RISK, COMMERCIAL BANKING, IFRS9, MODEL MONITORING, IMPLEMENTATION, DEVELOP, DESIGN, SAS, SPSS, R, MATLAB, C, C++, JAVA, EVIEWS

To find out more about Orgtel please visit www.orgtel.com

Orgtel, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 1st Floor, 75 King William Street, London, EC4N 7BE, United Kingdom | Partnership Number | OC387148 England and Wales