

Credit Risk Data Modeller
β - Featured Role | Apply direct with Data Freelance Hub
This role is for a Credit Risk Data Modeller with IFRS9 experience, offering a 6-month contract at a pay rate inside IR35. Located in Milton Keynes, it requires strong SAS skills and broad credit risk experience.
π - Country
United Kingdom
π± - Currency
Β£ GBP
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π° - Day rate
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ποΈ - Date discovered
June 9, 2025
π - Project duration
More than 6 months
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ποΈ - Location type
On-site
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π - Contract type
Inside IR35
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π - Security clearance
Unknown
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π - Location detailed
London
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π§ - Skills detailed
#Monitoring #SAS #Forecasting #Documentation
Role description
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Credit Risk Data Modeller - IFRS9 experience
Inside IR35
Milton Keynes - 3 days onsite
6 month contract
The ideal candidate will support The Risk division Provisions and Forecasting team, to support new IFRS9 GEN2 models being implemented as part of the project for impairment and stress testing. There are 5 models in total for impairments and their stress testing equivalents. These are being implemented in a third-party tool Exeqmode.
Key responsibilities are:
Specify model and execution requirements.
Testing of the model implementation including the controls implemented.
Review and challenge of the model output to ensure they are fit for use.
Development of analytics dashboard, monitoring and MI reports.
Preparing material to ensure these models are governed and approved at appropriate forums/committees.
Support change on-going maintenance of the models.
Develop process documentation and keeping it updated for model changes
Support change on-going maintenance of the models.
Essential Skills / Experience
IFRS9 - hands on experience or worked on projects
IFRS9 Provisioning
IFRS9 Modelling
Strong SAS experience
Credit risk - broad experience
Please apply!
Carbon60, Lorien & SRG - The Impellam Group STEM Portfolio are acting as an Employment Business in relation to this vacancy.