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IFRS9 Credit Risk Modeller (Daily Rate Contract) - Netherlands
Eingestellt von GCS
Gesuchte Skills: Engineering, Client
Projektbeschreibung
JOB DESCRIPTION
GCS' client are looking for a quantitative expert to join the Impairment Modelling Team within the IFRS 9 & Impairment Unit (IIU). The purpose of the role will be to provide essential support to the group-wide implementation of IFRS 9.
YOU WILL PLAY A FUNDAMENTAL ROLE IN THE IMPLEMENTATION OF IFRS 9 CRITICAL ANALYSIS AND MODELLING INCLUDING:
- Working as part of a team to develop Retail and Non-Retail IFRS 9 impairment models.
- Supporting the identification and documentation of impairment model development and execution data requirements.
- Researching best practice IFRS 9 ECL modelling approaches including assessment of suitability of existing Basel/Provisioning/Loan Loss Forecasting Modelling frameworks.
- Delivering high quality impairment modelling documentation to meet internal and external requirements.
- Supporting the broader IFRS9 programme by providing quantitative expertise and delivery in a cross-functional capacity.
- Having the opportunity to develop your quantitative skills through working with highly experienced professionals in the field.
KEY REQUIREMENTS:
- Expert level SAS programming
- You must possess a strong quantitative background (Engineering, Statistics, Physics, Mathematics or similar) and proven ability to deliver advanced statistical solutions & analyses.
- Experience in Capital/IRB modelling or models will be a key pre-requisite.
- Detailed knowledge & understanding of risk assessment modelling/techniques and tools.
- Ambition and drive to enhance and innovate in the quantitative area.
Projektdetails
- Einsatzort:
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Projektbeginn:
asap
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Projektdauer:
6 months
- Vertragsart:
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Berufserfahrung:
Keine Angabe
Geforderte Qualifikationen
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Kategorie:
IT Entwicklung, Ingenieurwesen/Technik