My client, a leading global consultancy are seeking a Credit Risk Analytics and Modelling Manager to join their Leeds or Manchester based Audit and Assurance team on a permanent basis.
You will be supporting their clients by improving and developing their credit measurement capabilities focussing on IFRS9, IRB and stress testing approaches across credit asset classes. You will also be providing credit measurement modelling and analytics services to these clients. Further to this you will support clients 1st line teams with new model builds, and enhancements of existing models, as well as support with improving and designing wider credit measurement eco systems.
The ideal candidate would have:
- Strong credit modelling skills and experience in the development of credit risk models under IFRS9 / IRB or Stress Testing regimes
- Understanding of the management of credit financial, associated governance and stakeholder perspectives
- Knowledge of credit fundamentals of different asset classes
- Excellent communication skills
- Client facing experience would be highly beneficial
- Good modelling skills with software such as SAS, SQL, MS Excel, Python, R
Cornwallis Elt is an Employment Agency & Employment Business and has been listed 3 times in The Sunday Times Virgin Fast Track 100 of the UK`s fastest growing private companies, as well as in the Recruitment International Top 250, Top 50 in IT and the Recruiter Fast 50 & Hot 100 reports.
