Risk Modelling Manager

Oliver James Associates
West Midlands
£50000 - £76000 per annum + benefits
12 Oct 2016
19 Oct 2016
Contract Type
Risk Modelling Manager - IFRS9 IRB West Midlands Up to £75,000 benefits My tier 1 financial services client are currently looking for a Credit Risk Modelling Manager to join the organisation. If you are an experienced risk professional looking for your next challenge or interested in working on market leading IRB/IFRS9 projects then click the link and apply. This is a great time to join a well-established financial services company who due to extreme growth across their portfolios are looking for a Risk Manager to lead all IRB and IFRS9 projects. To add, the IFRS9 project is already underway, you will be required to oversee the subsequent development of the framework. Responsibilities : The purpose of the role is to develop and manage the Credit Risk and Ratings Models frameworks for capital requirement (IRB), provisioning (IFRS9) and decisioning throughout the account lifecycle. Managing and developing a team of 4 to 6 modellers. Building and developing the IRB modelling team Delivery of the complete IRB compliant model framework Experience required: Experience of IRB PD, LGD, EAD models and rating systems Modelling experience using SPSS or SAS Proven experience in a management capacity in a credit risk model environment Experienced in leading high performing teams of credit risk modellers Exposure to leading IFRS9 or capital impairment model projects desirable Have a minimum of a 2:1 degree in mathematics or statistics Send your CV to be considered for this role, interviews are taking place imminently Keywords: SAS, SQL, SPSS, Credit Risk, Analyst, Model, Development, Portfolio, Strategy, Lead, Senior This job was originally posted as www.cwjobs.co.uk/job/66865025