Credit Risk ModellerHybrid Working - Milton Keynes OR London - 3 days a week on site.Financial ServicesLorien''s leading banking client is looking for a Credit Risk Modeller to join them, the role is looking for a candidate who has strong skills and experience of working with IFRS 9 and has SAS Experience.The team is responsible for the maintenance and execution of the full suite of credit impairment models as well as DoD engines and plays a key role in the determination of credit loss budgets for the client and provides the credit loss projections used in internal and external stress testing exercises including those requested by regulatory authorities.This role will be based in Milton Keynes or London.This role will be Via Umbrella.Working in a Hybrid Model of 3 days a week on site.Key Skills and ExperienceOversee engine execution to produce DoD model outputOn-going maintenance of existing DoD engineSupport change process and implementation of new modelsDevelopment of analytics dashboard, monitoring and MI reportsActive engagement with other risk areas such as forecasting, portfolio management, collections etc.Preparing materials and presenting results to governance forum/committeesRegular engagement with external auditors to support the successful completion of half-year and year-end audits.Support internal audit activities and closing internal validation pointsActively involved in review and challenge the next generation credit risk provisioning models.Keeping process ..... full job details .....
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