SAS Developer - IFRS9 experience
Inside IR35
Milton Keynes - 2 days onsite
Contract until 31/12/2024
The aim of the role is to manage the end-to-end credit risk stress testing exercises for a given portfolio, such as: Budget, Bank of England stress testing, EBA and ICAAP exercises. Requires management of one to two analysts.
Key responsibilities are:
* Oversee model execution to produce unadjusted model outputs.
* Liaising with Subject Matter Experts to identify required overlays and adjustments to model results.
* Presenting results to governance forum/committees.
* Completing qualitative and quantitative submissions.
* Support the end-to-end model cycle development including, development, validation, implementation.
* Closing internal audit and internal validation points.
* Keeping process documentation up to date with model changes.
* Enhancing and monitoring control over the credit risk stress testing process.
* Impairment and Stress testing aligned to each other - Technical, integration, stress testing and capital risks.
* Stay abreast of regulatory guidance and relevant changes.
* Active engagement with credit risk areas such as portfolio management, collections, or recoveries
Essential Skills / Experience
* Good risk knowledge- Manager level
* SAS Coding - Mainly SAS experience
* IFRS9 experience
* Consider validation, model execution, data modelling background
* Logistic Regression knowledge (desirable)
* Credit Risk Experience.
* Experience in Financial forecasting and modeling
* DOD (desirable however not essential).
* Experience with budget models and stress testing - more business analytics
* Capital impairment experience
* Analytical thinking skills.
Please apply!
Carbon60, Lorien & SRG - The Impellam Group STEM Portfolio are acting as an Employment Business in relation to this vacancy.