Quantitative Modelling- IFRS 9 WMR Analytics
The jobholder needs to demonstrate an expertise in highly technical areas (e.g. statistical analysis) as well as an understanding of credit business and credit products. Knowledge of accounting standards is an advantage. The IFRS 9 project is a technical project with a defined implementation schedule. The jobholder will need to be able to identify and assess the pros and cons of alternative approaches.
The role is located in Group Risk and has global reach through the implementation of IFRS 9 in the regions. The jobholder is required to work in an environment of significant ambiguity, assessing potential solutions and clearly communicating their pros and cons to the manager responsible for the project. The jobholder is expected to demonstrate technical expertise.
Knowledge Experience / Qualifications (For the role - not the role holder. Minimum requirements of the role.)
Qualifications
*University degree and / or Ph.D. in a quantitative field or equivalent
Experience
*Good understanding of statistics and familiarity with sophisticated tools for numerical analysis
*Strong knowledge of wholesale credit business and wholesale credit products
*Strong knowledge of PD, LGD and EAD modelling
*Knowledge of impairment assessment approaches and IFRS 9
*Relevant working experience in a bank, rating agency, consultancy or advisory firm
*Experience of Basel 2 implementation
Skills
*Open personality with effective communication skills
*Writes clear documents
*Manages self to deliver own work within timelines
*Work with colleagues and key stakeholders in an international team
www.badenochandclark.com - Let's find the career that connects with your life.Badenoch Clark is acting as an Employment Business in relation to this vacancy. Badenoch Clark is an Equal Opportunity Employer and a registered Disability Symbol User.
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