IFRS9 Manager

Oversee the development, testing and implementation of IFRS9 models for all of the commercial portfolios.

Lead forecasting cycles in line with Finance reporting timetable.

Manage and develop the IFRS9 Modelling Team.

Adhere to the Group’s Model Governance Framework including The Model Inventory, Model Policies and Procedures, Model Standards and Model Risk Register

Upgrade the IFRS9 models based on model users and regulatory feedback and on-going model performance monitoring.

Assess the downstream impact of models to understand its network risk.

Participate in relevant model implementation and its user acceptance test to ensure models are appropriately implemented.

Understand Model related uncertainty risk including data, regulatory, business strategy, market, competitive landscape, system, environment, and others to ensure model sponsors appreciate the full model risk and limitations.

Represent the model users and ensure all the model use cases are considered within the model life cycle activities.

Taking the lead in developing the end-to-end model solutions.

Conduct model validation, and present findings to the Model Governance Committee.

Coordinating the model implementation, model performance monitoring and model decommission for the businesses.

Full technical responsibility for team output.

Provide technical expertise from a modelling, data management and analysis perspective.

Recruit analysts when the size of the team is required to grow.

Managing projects, ensuring actions are delivered in line with expectations and that clear communication is provided throughout.

Presenting analysis and findings in relation to the models to senior stakeholders.

What you will bring

Worked in an IRB environment.

Substantial PD/EAD/LGD model development experience in the Corporate, Institutional, and Commercial portfolios.

Practical experience of operating under a Model Governance Framework.