Wholesale Credit Risk, Loan Loss Forecasting, IFRS 9 Associate/Vice President
On-site · London, England, United Kingdom
Job Summary
Participate in IFRS 9 and ICAAP production for multiple legal entities; build/enhance loss forecasting frameworks; perform quantitative analysis on large datasets; support regulatory stress testing exercises, risk appetite and credit limit exercises; collect and synthesize data to inform recommendations; prepare and present risk analytics reports to technical and Senior Management audiences; develop understanding of stress testing platforms (ICAAP, IFRS9) and collaborate with Legal Entity Credit Risk, Finance, Quantitative Research and Technology to enhance wholesale loan stress models.
Required Qualifications
- Experience in IFRS 9 modelling
- Bachelor’s degree in Economics, Finance, Math/Statistics or other STEM majors
- Good understanding of bank stress testing, traditional credit products and credit risk management
- Proficient in analyzing large data sets using Tableau and Excel
- Analytical mindset and strong problem-solving abilities
- Excellent communication skills, verbal as well as written
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