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Credit Risk Analyst IFRS 9

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Credit Risk Analyst IFRS 9

On augustus 17, 2016, Posted by , In Harvey Nash, By , With Reacties uitgeschakeld voor Credit Risk Analyst IFRS 9

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Harvey Nash is voor een van haar eindklanten in Utrecht op zoek naar een Credit Risk Analyst IFRS 9.

Proces:

Deadline: maandag 22 augustus 10:00 uur

Startdatum: augustus 2016

Einddatum: 31-12-2016

Gemiddeld aantal uren per week: 40 – 32 minimaal 4 dagen per week

Tarief: zo scherp mogelijk, plafond EUR 86,50

Branche:

Bank/ verzekeraar – Risk

Specifiek:

Met ruim 3000 collegae werkt men aan een omslag in de bankenwereld. De groep staat voor de uitdaging om de menselijke maat terug te brengen binnen bankieren, men wil het bankenlandschap hernieuwen en de klantbelangen voorop zetten. Ze zijn goed op weg en jij kunt er deelgenoot van zijn.

Business Line: Risk

Team: Credit, Market and Operational Risk

IFRS 9 – Impairment implementation

Over the past years the IASB has developed IFRS 9, a new standard on accounting for financial instruments that needs to be implemented from 2018. IFRS 9 will be the most significant change in accounting requirements for this bank since the adoption of IFRS in 2005. In addition to the considerable impact of timely implementation for data and systems, the financial impact, especially from moving towards an expected credit loss model will likely be material.

The July 2014 publication represents the final version of the new IFRS standard. Though EU endorsement for IFRS 9 is currently still ongoing, potential impact doesn’t allow the Bank to defer initiatives towards implementing of this accounting standard in 2018.

As part of the IFRS 9 implementation, an simulation environment is being developed which will be used to determine the financial impact of IFRS 9 on the impairment levels.

Role Description:

We are looking for a credit risk/technical analyst with 6-10 year experience in Credit Risk (Modelling).

This colleague will be supporting the risk managers and BI consultants with:

* Setting up an simulation environment (SAS Institute) is being developed which will be used to determine the financial impact of IFRS 9 on the impairment levels.

* Incorporate the several ECL models in this environment (Matlab to SAS Institute)

* Create analysis and reports once the simulation is able to calculate the preliminary impact

Business Results:

Objective of this assignment is to provide senior management with a (preliminary) financial impact on the impairment levels including a stable environment to use in the parallel run in 2017.

Functie-eisen:

We are looking for a colleague that is able to setup a simulation environment in SAS institute in close collaboration with BI consultants

* Able to develop SAS Institute programs, projects and cubes

* Experience with develop an Expected Credit Loss/Credit Risk model in SAS using model documentation (and MATLAB code)

Competencies:

The candidate has established interpersonal skills, is persuasive, independent with an analytical and client driven approach who can organise cooperation.

An entrepreneurial, initiating and result oriented approach to the job that needs to be done is key.

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