Outside IR35 - 3 Month Contract - Birmingham - Two days in the office per week
Our client, a large financial services business in Birmingham, is looking to recruit an experienced contractor to develop and deliver a series of model monitoring solutions for a suite of IFRS9 models related to residential and buy to let mortgage portfolios.
You will:
* Familiarise yourself with available data and models used in IFRS9 with support from the Credit Risk Modelling & Analytics team
* Agree appropriate metrics, measures and tolerances with input from the Senior Credit Risk Modeller
* Design, develop and implement model monitoring solutions necessary to measure and monitor the model performance for the Owner Occupied residential portfolio and the Buy to Let portfolio
* Consider what actions could be taken based upon the results of the model monitoring work
* Build out the segmentation processes to facilitate timely recalibrations
* Liaise with external model validation team to ensure smooth handover of model monitoring code
* Present a summary of the work and findings to stakeholders within the Credit Risk Modelling & Analytics team prior to completion of the contract
Key Skills and Experience:
* Experience in IFRS9 and survival models
* Excellent SAS and SQL programming skills
* Attention to detail enabling production of analysis with a consistently high level of accuracy
* Ability to spot trends and outliers in data
* Good communicator with the ability to present results to a technical and non-technical audience in a clear and concise manner