IFRS9 Credit Risk Modelling Manager

InterQuest Group
Southampton
9 months ago
Applications closed

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Credit Risk/IFRS9 Modelling Managers | Various Locations |Remote up to £85,000

NO TRANSFER OF SPONSORSHIP AVAILABLE


Exciting opportunities to work with a dynamic retail and commercial banking organisation to help them continue to build their IFRS9 compliant models. This will be on a 2 days per week basis in multiple locations.


Responsibilities

Lead a supportive and collaborative team of modellers and data scientists to create impactful risk and macroeconomic models that help predict the Bank’s loan loss provisions. You’ll guide the development, validation, and ongoing monitoring of IFRS 9 provisioning models, ensuring they provide essential insights to stakeholders across the business while maintaining the highest standards of quality.


  • Lead the design, development, and implementation of credit risk models, ensuring compliance with regulatory requirements and the Bank's standards.
  • Ensure the ongoing relevance and robustness of existing Retail and Business IFRS 9 loan loss provision models.
  • Present model outputs and key insights to stakeholders across the business.
  • Prepare detailed model documentation and share thoughtful recommendations with governance committees.
  • Provide valuable business enablement support and model usage expertise across the Bank.
  • Monitor and address emerging model risks, sharing key findings within the governance framework.
  • Mentor and guide your team, fostering a culture of continuous learning and development.


What We’re Looking For:

  • Significant experience in leading model development for Retail or Business credit portfolios.
  • Strong technical experience with statistical analysis tools such as SAS, Python, or R, and a solid understanding of model application in banking.
  • Excellent communication skills, both written and verbal, with a genuine ability to collaborate and engage with stakeholders.
  • Strong decision-making and problem-solving abilities, with a focus on achieving results.
  • A natural leader who enjoys mentoring and supporting the growth of team members.
  • A collaborative mindset and a commitment to supporting diversity and inclusion within the team.


Our client is passionate about creating an inclusive, supportive, and flexible environment where every individual can thrive. If you’re ready to make a meaningful impact and take the next step in your career, we’d love to hear from you!

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