Credit Risk Ratings & Models Analyst IFRS/IRB - City, London, United Kingdom, EC1A2
An exciting opportunity to join a fast-growing, high calibre modelling team, CCFS is looking for ambitious analysts who are passionate about building risk models specifically that support the development and maintenance of the regulatory compliant rating systems used for the IRB approach, compliance with the IFRS9 rules. You'll be a thought leader able to make bold changes and generate new ideas.
Snazzy Pall Mall Offices
Friendly, non-corporate & progressive team
Gain experience across the credit life cycle
About the role
You will be an experienced credit risk professional and who's passionate about building great models that directly support the Banks' strategic direction. To support the implementation of such models across the organisation and provide expert assistance to ensure practical use, application and documentation.
You will understand the importance of ensuring the organisation obtains and maintains its IRB status and IFRS9 compliance; you are happy to take responsibility in ensuring the models and rating system are fit for purpose and can be relied upon to accurately assess capital and impairment requirements for credit risk and impairment modelling.
You'll support Risk in providing an informed view of the credit profile of the bank, potential impairments and support the stress testing of the same, particularly as it relates to regulatory requirements to assess losses and capital consumption. To provide analysis to support the assurance that the requirements for an IRB firm are being met and that the models and rating systems in place are performing in accordance with expectations.
Behavioural scoring, application scoring, model monitoring or
cashflow modelling experience
Good communication skills invigorated by being part of an elite team who are both technically and strategically astute.