Model Development Role - IFRS9 - BFS

Tasks include but are not limited to:

Performing Review and Challenge activities in a timely manner, including:

- Expected Credit Loss (ECL) analysis, assessing modelling and non-modelling drivers of results

- Review CRR concentration, LGD/PD/EAD Analysis

- Identifying themes across the entire Wholesale Risk Portfolio

- Providing commentary for ECL results and assisting in making strategic suggestions

- Timely preparation of necessary decks to present at senior meetings

- Support the production of commentary packs for site, region and group meetings, including forums and senior management committees

- Support resolution of ad-hoc requests related to impact analysis queries for senior stakeholders

- Ensure compliance to Group policies and governance and controls framework

- Ensuring smooth running of a new Operating Model and Governance process introduced for IFRS 9

- Ensuring queries raised to the team are resolved in a timely manner

- Working with Group Risk Analytics teams to understand credit risk methodology's relating to IFRS 9

- Coordinating activities with Stress Testing, Sovereign Risk & Forward Economic Guidance Teams

To be successful in the team, you should meet the following requirements:

- Have an understanding of risk analytics and credit risk model development

- Programming experience (SAS Base or SASEG)

- IFRS 9 and Regulatory reporting experience

- IFRS 9 subject-matter and technical skills, with ability to:

i. to manipulate large data sets on analytics platforms like SAS,

ii. build tactical VBA or spreadsheet-based tools for analysis and

iii. present to senior stakeholders. Strong IFRS 9 subject-matter, business knowledge and technology sense Strong written / verbal communication skills

- Understanding of Wholesale Risk

- Deliver requirements against the objectives of Wholesale Credit Risk and understand the broader world of Capital

- Act as a role model to achieve high standards and lead, develop, motivate and inspire high performance in others

- Mentor and develop the team in their professional skills and development

Knowledge & Experience / Qualifications

- University graduate in Finance, Computer Science or numerated related disciplines

- Some experience in management and keen to develop this dimension. Can demonstrate team building and leadership achievements.

- Very good presentation skills to brief senior management on topics or summarize key information

- Good relationship skills with customers, especially under period of pressure

- Knowledge on trading business & products, risk methodology and regulatory framework.

- Experience in analytical reporting, e.g. explain of a quantity by breaking down its input variables

- Able to understand and document processes using data flow diagrams

- Good level of understanding of Excel & Access (VBA level), PowerPoint and MS Word.