Acting as a technical specialist on the external audit of credit risk models (IFRS 9, CECL, Regulatory) at our audit entities and conducting procedures that include but are not limited to :
Acting as a technical specialist on the external audit of audit entities end to end credit risk process and conducting procedures that include but are not limited to :
Advising non audit clients on the impact of changing requirements in provision accounting standards (IFRS9) and helping clients validate or build credit risk measurement models.
The individual will also be expected to complete technical analysis for workstreams within both IFRS9 and credit risk modelling engagements.
The individual will also be expected to work independently and be able to manage small teams on audits or advisory engagements.
Said individual would also be responsible for the training and upskilling of junior resources.
The individual will also be required to apply their skills to a broad range of banking risk related issues supporting both regional and national propositions.
Experience & Skills required :
1) Data extraction and pre-processing
2) Modular model development
3) User acceptance testing
4) Model performance assessments
Opening date : 27 / 09 / 2019
Closing date : 25 / 10 / 2019
Competitive salary plus negotiable benefits