The ideal candidate will support The Risk division Provisions and Forecasting team, to support new IFRS9 GEN2 models being implemented as part of the project for impairment and stress testing. There are 5 models in total for impairments and their stress testing equivalents. These are being implemented in a third-party tool Exeqmode.
Key responsibilities are:
Specify model and execution requirements.
Testing of the model implementation including the controls implemented.
Review and challenge of the model output to ensure they are fit for use.
Development of analytics dashboard, monitoring and MI reports.
Preparing material to ensure these models are governed and approved at appropriate forums/committees.
Support ongoing maintenance of the models.
Develop process documentation and keep it updated for model changes.
IFRS9 - hands-on experience or worked on projects.
SAS experience.
Provision and impairment.
Please apply!
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