Expires soon Kpmg

Credit Risk Modellers - Leeds

  • Internship
  • Leeds (West Yorkshire)

Job description



Responsibilities:

• Advising clients on the impact of changing requirements in provision accounting standards (IFRS9)
• Advising and consulting with clients to validate or build credit risk measurement models.
• Working with clients to complete technical analysis for workstreams within both IFRS9 and credit risk modelling engagements.
• Consulting with clients on a broad range of credit risk related issues supporting both regional and national propositions.
• Working closely with clients to identify key requirements, and opportunities to deliver credit risk services
• Consulting and advising clients on potential credit risk impacts to their business

Qualifications, skills and experience required for the role:

• Experience in credit risk modelling techniques.

• Detailed working knowledge and experience of all aspects of model development and validation including the following:

• Data extraction and pre-processing
• Modular model development
• User acceptance testing
• Model performance assessments
• Production of model monitoring reports
• Experience communicating risk/finance requirements of modelling to the reciprocal function, i.e. risk to finance and finance to risk.
• Experience of contributing in a senior capacity to a broad range of credit risk engagements.
• Excellent oral / written communication, planning, project management, networking and influencing skills
• Flexibility to work across the UK (and internationally) where required
• Experience in IFRS9 and IRB.
• Experience executing programming code including VBA, R, Python, SAS, MatLab, C++, SQL etc
• Relevant Sectoral experience – Developing Retail/ Wholesale banking PD/EAD/LGD models and scorecards

Desirable Experience

• A mathematics/Statistics degree is beneficial.

Multiple positions available
Opening Date: 30/09/2019
Closing Date: 28/10/2019
Competitive salary plus negotiable bonus and benefits

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