Manager, IFRS 9 Analytics

Posted 8 months ago

The Role:

  • Actively participate in the design and implementation of the IFRS-9 end-to-end processes with a focus on risk.
  • Collaborate with key stakeholders in the IFRS-9 project, including Finance, Project Management, Model Validation, Risk Management, Modelling, Business Intelligence and Internal Audit.
  • Support the development of data infrastructure required for IFRS-9 and Economic Capital production.
  • Build IFRS-9 and Economic Capital models that meet both internal and regulatory requirements.
  • Develop code in SAS for ECL and Economic Capital calculations, analysis and reporting.
  • Contribute to A-IRB development and implementation program in line with emerging regulatory expectations.

 

  • Thank-you to all candidates who applied for this position. The mandate has now been filled.

 

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