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Interim Credit Risk Modeller

1120
Contract - apply for details

We are currently working with one of our mid-tier financial services consultancy firms who are currently requiring someone to join the team within credit risk modelling.

Background / Experience Required

Monthly Impairment Reporting

- Analyse and report on components of the project impact (delayed repossessions/delayed cures) on portfolio metrics (impaired loan balances etc.) and model outputs

- Produce variance reporting of actual project impacts versus forecast

Monthly Capital Reporting

- Analyse and report on components of project impact (delayed repossessions/delayed cures) on portfolio metrics (default stock) and model outputs

- Produce variance reporting of actual project impacts versus forecast

- Develop and maintain process for calculating an impairment post model adjustment to cover risk(s) not captured by existing model/PMAs

Model Oversight

- Review project impacts on BAU impairment actuals model monitoring and calibration and recommend remedial action to management

- Review project impacts on BAU forecast model monitoring and calibration and recommend remedial action to C&I management

Project/Stakeholder Management

- Attend project updates; forecast capital & impairment impacts of project developments and communicate to management

Background Requirements:

  • impairment modelling experience
  • Forecasting (Ideally within retail banking)
  • Mortgage experience is preferred

If you are an experienced credit risk modelling professional who has proven experience and had exposure to forecasting and reporting, please respond with your latest CV.

This is position requires a near immediate start, and is for an initial 3 month engagement.


This job has now been filled but you may be interested in:

 

Operational Risk Manager

£500 - £600 per day negotiable on experience

FourthLine is working with an International Bank to help secure the services of an Interim Operational Risk Manager. The day rate contractor will work with the CRO to improve the operational risk framework through robust RCSA processes.

Responsibilities/Deliverable's:

  • Design, Implementation and Embedding RCSA's as part of the wider Operational Risk framework.
  • Training relevant stakeholders on RCSA's and their importance/benefits to the business.
  • Creating an action plan to resolve the deficiencies.
  • Developing KRI improvements.

Requirements:

  • Extensive experience in Operational Risk, specifically in the design, implementation and embedding of RCSA's business wide.
  • Current or recent experience in International Banking/Building Societies, ideally Int banks at Uk branch level
  • Knowledge/Experience of wider Operational Risk framework in Banking is desirable as you will be an integral part of the overall project to update the entire framework.

MINIMUM Salary

£ k