Data Modeller - Credit Risk

Data Modeller - Credit Risk

Inside IR35 Contract - Hybrid working model

My client, a multinational bank, are seeking a Data Modeller to join their Credit Risk Data Team. The team is responsible for the maintenance and execution of the full suite of credit impairment models as well as DoD (Definition of Default) engines and plays a key role in the determination of credit loss budgets for the bank and provides the credit loss projections used in internal and external stress testing exercises including those requested by regulatory authorities.

Responsibilities would include -

• Oversee engine execution to produce DoD model output
• On-going maintenance of existing DoD engine
• Support change process and implementation of new models
• Development of analytics dashboard, monitoring and MI reports
• Support internal audit activities and closing internal validation points
• Actively involved in review and challenge of the next generation Credit Risk provisioning models.

Key skills -

• Data Modelling
• IFRS 9 and DoD (Definition of Default) or Forbearance - expert knowledge not required but some theoretical understanding is needed
• Credit Risk

If this sounds like a good fit please click through to apply below!

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Carbon60, Lorien & SRG - The Impellam Group STEM Portfolio are acting as an Employment Business in relation to this vacancy.