Our client, an established bank, is looking to recruit a Senior Modelling and Reporting Analyst within their London office with hybrid working. The Senior Analyst will be involved in running regular processes related to behavioural scoring, impairment (IFRS9) and capital (IRB) across the business.


Role Responsibilities:

  • Responsibility for the IFRS9 impairment process
  • Ensuring an accurate IRB RWA calculation process is carried out
  • Maintaining the macro-economic scenarios which support the IFRS9 impairment framework
  • Controlling execution across both the impairment and capital processes
  • Compliance with the Risk Management Policies and Data Governance Policies
  • Maintaining compliance standards and ensure timely completion of all mandatory on-line training modules


Qualifications and Experience Required:

  • A university degree in a quantitative field (i.e. Mathematics, Physics, and Engineering) is essential
  • Previous experience undertaking a risk related role within a retail consumer finance environment (in particular mortgage assets)
  • Experience of modelling/advanced analysis using Microsoft Excel
  • Previous experience undertaking advanced SAS/SQL programming
  • Advanced knowledge of using SQL or SAS for modelling, reporting and data manipulation
  • Knowledge of risk management, impairment (IFRS9) and capital (IRB) and understanding of probability and statistical techniques is desirable