An international banking institution with a strong commitment to regulatory compliance and robust risk management. The organization is focused on enhancing its IFRS 9 frameworks, data accuracy, and overall risk reporting standards.
This 6-month interim position involves assessing and refining IFRS 9 credit risk models, improving Expected Credit Loss (ECL) calculations, and strengthening the bank’s risk reporting processes. The role is critical for ensuring accurate data management, timely reporting, and adherence to evolving regulatory requirements.
IFRS 9 Model Assessment and Improvement
Evaluate existing IFRS 9 processes and refine ECL calculations to boost model performance.
Risk Reporting Enhancement
Develop and automate credit risk reporting frameworks to align with IFRS 9 and regulatory standards.
Data Quality and Management
Improve data accuracy and consistency; implement better validation and integration methods.
Documentation and Governance
Update model documentation, standardize process flows, and ensure regulatory compliance.
Collaboration and Support
Work cross-functionally (Risk, Finance, IT) to implement enhancements and offer IFRS 9 technical guidance.
5+ years’ experience with IFRS 9 credit risk models, ECL calculations, and regulatory reporting
Proficient in data management and analysis tools (e.g., SQL, Python, SAS)
Proven ability to enhance risk reporting frameworks and improve data quality
Excellent documentation, analytical, and communication skills
Background in banking or consulting environments with a focus on credit risk and IFRS 9
Complex, High-Profile Project: Take on a challenging assignment that substantially enhances your professional portfolio, positioning you for future high-value mandates.
Likely Extension: While initially planned for 6 months, an extension is possible—and likely—based on project needs.
Transformation & Automation: Lead the conversion of manual processes into efficient automated solutions, driving tangible, results-oriented outcomes.
Collaborative Environment: Work alongside cross-functional teams and industry experts, gaining deep insights and broad networking opportunities.
Regulatory Alignment: Contribute to initiatives shaped by ECB standards and best practices, reinforcing your expertise in a highly regulated banking environment.