Credit Risk Modelling - Senior Consultant

Bailey & French ,
Birmingham, West Midlands
More Details
Job Type: Full-time
Salary: £45,000 per annum

Overview

My client is a global top tier management consultancy with teams based around the country. They're currently building a center of excellence for Credit Risk globally and looking for Senior Consultants/ Assistant Managers to join in Manchester and Birmingham. Act as a technical specialist in the external audit of: 1) Credit risk models (IFRS 9) at the client's audit entities and conducting procedures to challenge and validate assumptions and implementation of said models. 2) The end to end credit risk process and credit file reviews Advising non-audit clients on the impact of changing requirements in provision accounting standards (IFRS9) and helping clients validate credit risk, measurement models. 3) The individual will also be expected to complete technical analysis for workstreams within both IFRS9 and credit risk modeling engagements Description of the Role: • Technical review of model development documentation • Technical review of model validation documentation • Assessment of model performance • Independent replication of any of the above • Credit governance reviews • Credit risk policy and procedure Experience: Essential: • Experience of credit risk modelling techniques • Knowledge of credit risk processes, governance, and documentation • Experience in all aspects of model development/validation including data extraction, data transformation, modular model development, user acceptance testing, model performance testing Desirable: • Experience of Retail/Wholesale PD/LGD/EAD models

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