Requirements: English
Company: Bailey & French
Region: Amsterdam , North Holland
Credit Risk Modelling - Analyst/Senior Consultant
The Team
The business is building a center of excellence for Credit Risk Services globally and are looking for a number of technical specialists to join the new team working across model development of :
1) Credit risk models (IFRS 9 and IRB)
2) End to end credit risk process
3) Advising clients on the impact of changing requirements in provision accounting standards (IFRS9) and helping clients validate credit risk models
Description of the Role:
- Technical review of model development documentation
- Technical review of model validation documentation
- Assessment of model performance
- Credit risk policy and procedure reviews
Experience:
Essential:
- Experience of credit risk modelling techniques (5+ years)
- Knowledge of credit risk processes, governance and documentation
- Experience in all aspects of model development/ validation
Expertise/Technical role requirements:
Essential:
- Understanding of key regulatory/ accounting requirements (e.g. IFRS 9, Basel, CECL)
- Ability to understand and execute programming code including SAS, R, Python