As a IFRS 9 Models Manager, you will be reporting to the Head of IFRS 9. You’ll be primarily responsible for managing Moneybarn’s finance models including the IFRS9 impairment model, debt sale NPV model and other models.
Although not regulated by the PRA, the responsibilities are very similar to those required to operate regulatory capital models. This role holder will not be developing models, but will require knowledge of IFRS9 Model builds, and be able to articulate the impacts on provisions as a result of the many moving parts within the models.
In your day-to-day role, as a Models Manager you will:
* Lead and deliver the operating of a suite of models and proactively seek ways to improve model output, simplify processes and create efficiencies.
* Use strong communication skills to influence and gain consensus for modelling proposals, when required, interpret model outputs and proactively manage stakeholder relationships.
* Suggest IFRS9 segmentation, support model validation, internal controls and model monitoring as required.
* Work with the Impairment, credit risk and other finance teams to maintain and enhance reporting, monitoring, governance, and robust procedural documentation for internal and external stakeholders.
Qualifications
What you will bring to the team:
* Experience working with a suite of IFRS9 related models.
* Understanding of the requirements of IFRS 9 standard.
* Relevant models would be Basel II/III models: regulatory capital calculations and impairment models.
* Moderate to advanced Base SAS and SAS Macro Programming capability.
* Moderate to advanced Excel and experience across the MS Office Suite.
#J-18808-Ljbffr