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Interim Credit Risk Modeller

Job Description

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.