7 Financial Services / Investment jobs in Wednesbury, Sandwell
Credit Risk Assistant Man...
KPMG International Cooperative, Winson Green, Birmingham
- Full time
- Permanent
Apply on company site
RBC Brewin Dolphin - Para...
Royal Bank of Canada, Birmingham
- Full time
- Temporary
Apply on company site
RBC Brewin Dolphin - Fina...
Royal Bank of Canada, Birmingham
- Full time
- Permanent
Apply on company site
Audit Quality Review & Su...
Bdo, Digbeth, Birmingham
- Full time
- Permanent
Apply on company site
UK Asset & Liability Anal...
Allied Irish Bank, Can be based anywhere.
- Full time
- Permanent
Apply on company site
Market Risk Assistant Man...
KPMG International Cooperative, Winson Green, Birmingham
- Full time
- Permanent
Apply on company site
Senior Claims Insight Ana...
AXA UK plc, Can be based anywhere.
- Full time
- Permanent
Apply on company site
Salary Not Specified
KPMG International Cooperative, Winson Green, Birmingham
- Remote working
- Full time
- Permanent
Posted today, 7 Jan
Job ref: c0710f97992548cd934efbfd25749352
Full Job Description
- Advising clients on the impact of changing requirements in provision accounting standards (IFRS9) and Basel credit risk capital requirements (IRB). This will model review and validation activities such as: + Technical model development documentation review; + Assessment of model performance + Replication testing; and + Reviewing models' against IRB regulatory requirements.
- The individual will also be expected to perform technical analysis for workstreams within both IRB, IFRS9 and credit risk modelling engagements.
- The individual will also be required to apply their skills to a broad range of banking risk related issues supporting both regional and national propositions.
Minimum 3 years' experience working in a credit risk modelling role within a financial or professional services firm. - Practical experience in credit risk modelling techniques
- Knowledge and practical experience in accounting and risk requirements as related to IRB, IFRS9, and other regulatory credit risk models
- 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
- Relevant Sectoral experience - developing Retail/ Wholesale banking PD/EAD/LGD models
- Knowledge and experience of credit risk processes, governance and documentation, Ability to communicate risk/finance requirements of IRB and/or IFRS9 to the reciprocal function, i.e. risk to finance and finance to risk
- Ability to understand and execute programming code including SAS, R, Python
- Flexibility and agility to contribute in a senior capacity to a broad range of banking risk engagements
- Excellent oral / written communication, planning, project management, networking and influencing skills
- Flexibility to work across the UK (and internationally) where required
Direct job link
Jobs by core skill
Financial Services / Investment
Financial Services / Investment jobs by area
Financial Services / Investment jobs in Aldridge
Financial Services / Investment jobs in Bilston
Financial Services / Investment jobs in Birmingham
Financial Services / Investment jobs in Bloxwich
Financial Services / Investment jobs in Brierley Hill
Financial Services / Investment jobs in Bromsgrove
Financial Services / Investment jobs in Brownhills
Financial Services / Investment jobs in Coventry
Financial Services / Investment jobs in Dudley
Financial Services / Investment jobs in Evesham
Financial Services / Investment jobs in Great Malvern
Financial Services / Investment jobs in Halesowen
Financial Services / Investment jobs in Hereford
Financial Services / Investment jobs in Kidderminster
Financial Services / Investment jobs in Leigh
Financial Services / Investment jobs in Leominster
Financial Services / Investment jobs in Ludlow
Financial Services / Investment jobs in Malvern Link
Financial Services / Investment jobs in Oldbury
Financial Services / Investment jobs in Rowley Regis
Financial Services / Investment jobs in Smethwick
Financial Services / Investment jobs in Solihull
Financial Services / Investment jobs in Stourbridge
Financial Services / Investment jobs in Royal Sutton Coldfield
Financial Services / Investment jobs in Tipton
Financial Services / Investment jobs in Walsall
Financial Services / Investment jobs in Wednesbury
Financial Services / Investment jobs in West Bromwich
Financial Services / Investment jobs in Whitehaven
Financial Services / Investment jobs in Wolverhampton
Financial Services / Investment jobs in Worcester