Senior Provisioning and Forecasting Modeller, Borrowing

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Requirements:

• Strong background in IFRS9 impairments and stress testing.
• Extensive experience in developing, validating or monitoring Credit Models (impairment, stress testing, forecasting).
• Strong analytical skills with a track record of delivering technical projects.
• Solid technical toolkit: SQL and either Python or R is a must-have, data visualisation tool experience is a plus.
• Ability to convey problems and solutions clearly to non-experts.
• Impact driven with a self-starter mindset.
• Team player whom colleagues can rely on.

Responsibilities:

• Development, implementation and maintenance of Stress Testing and Forecasting models.
• Participate in business critical processes such as ICAAP and Budgeting, including presenting results to 2LOD, senior management and Execs.
• Develop the next generation of performance tracking and analytics toolbox.
• Develop and maintain economic-response models for scenario simulation and impairment.
• Actively involved in monthly provisions process, delivering outcomes to senior team.
• Review and challenge a wider range of modelling solutions.
• Close collaboration with portfolio strategy, model validation, finance and external audit teams.