* Data Modeler - DOD Experience
* Milton Keynes - 3 days onsite a week
* 6 month contract - likely to extend
* Inside of IR35
* £650 per day
My client, an International Bank, is looking for a Data Modeler with extensive DoD 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.
Key responsibilities are
* Oversee engine execution to produce DoD model output
* On-going maintenance of existing DoD engine
* Support change process and implementation of new models
* Development of analytics dashboard, monitoring and MI reports
* Active engagement with other risk areas such as forecasting, portfolio management, collections etc.
* Preparing materials and presenting results to governance forum/committees
* Regular engagement with external auditors to support the successful completion of half-year and year-end audits.
* Support internal audit activities and closing internal validation points
* Actively involved in review and challenge of the next generation credit risk provisioning models.
* Keeping process documentation up to date with model changes
* Deputising for the Senior Manager.
Key Skills and Experiences
* Data Modeler
* Extensive DOD experience
* SAS
* Banking Sector Experience
* IFRS9
If you are available and interested please apply today!