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Portfolio Analytics Modelling / IFRS

MARKET TALENT
Job LocationLondon
EducationNot Mentioned
Salary£40,000 - £45,000 per annum
IndustryNot Mentioned
Functional AreaNot Mentioned
Job TypePermanent, full-time

Job Description

Prestigious West End Bank is seeking Risk Analyst to support in broad reaching role across;

  • IFRS-9: run regular expected credit loss (ECL) reports using Moody’s RiskCalc / ImpairmentCalc / Data Buffet software; analyse results and implications for senior management committees and develop that analysis; support scenario modelling for business-as-usual / ICAAP / ad-hoc stresses;
  • Credit Risk Analysis and Reporting: support the Risk team in the development of improved insights into credit risk (e.g. concentration risk, LTV trends, risk versus reward); support the Risk team in the development of an enterprise-wide Risk DataMart;
  • Credit Model and Policy Development: support validation of credit models by assisting with evaluation of default probability / loss recovery / macro-economic variables; support evolution of credit policy; use knowledge of asset portfolios assist Risk team in modelling asset behaviour (e.g. prepayment)
  • Fund Transfer Pricing (FTP): use knowledge of asset portfolios and asset behaviour to contribute to FTP development;
    • Duties would includeExperience in a banking or financial institution (Risk, Business Portfolio Analysis or Finance), including credit and / or liquidity regulatory calculations and production of management information and reports;
  • Practical experience and knowledge of the credit cycle including credit appraisal (and rating schemes / credit decision models);
  • Good technical appreciation of the credit impairment and recovery cycle as well as IFRS-9 regulation and practical implementation;
  • Exposure to Moody’s ECL systems including: ImpairmentCalc, RiskCalc, Data Buffett, RiskAnalyst and Credit Lens;
  • Skilled with Microsoft Excel, including creation of spread sheets with embedded error checking for use in semi-production environments. Experience of MS-Access would be welcome;
  • Broad familiarity with stress-testing (regular and episodic e.g. ICAAP);
  • Skilled in the visualization of data, and selecting appropriate chart types to inform management
  • Good communication skills, and the ability to explain technical matters in business terms to a non-technical audience
    • Excellent total package on offer including a 15% pension contribution.For more jobs like this, search Market Talent on google - go direct to our website for more live roles and set up your own job alerts. Required skills
  • IFRS
  • Modelling
  • ICAAP
  • IFRS9
  • Moodys

    • Keyskills :
    IFRS Modelling ICAAP IFRS9 Moodys

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