Credit Risk Analyst developing and monitoring provisioning models under IFRS 9 standards. Working within a team to provide insightful analysis of portfolio performance across multiple countries.
Responsibilities
Support the development, monitoring, and enhancement of IFRS 9 models (PD, LGD, ECL)
Perform quantitative analyses to assess provision adequacy and trends across portfolios
Analyze portfolio performance across multiple countries and product segments
Identify drivers of changes in provisions and communicate analytical findings clearly
Extract, transform, and validate data from large-scale databases (SQL/Excel)
Prepare monthly and quarterly provisioning reports with commentary on key movements
Work closely with Finance, Risk, and Modelling teams to ensure consistency in model inputs, assumptions, and outputs
Maintain transparent documentation of methodology, assumptions, and governance related to IFRS 9 provisions
Requirements
Master’s degree in a quantitative field (Mathematics, Statistics, Economics, Finance, or related)
Minimum 2 years of professional experience in credit risk or financial provisioning
Solid understanding of IFRS 9 provisioning concepts (PD, LGD, ECL) and model governance
Strong analytical and problem-solving skills with great attention to detail
Hands-on experience with SQL (querying and transforming large datasets) and Excel (advanced formulas, pivot tables, data visualization)
Experience with R or Python for statistical analysis and Power BI for dashboards is an advantage
Fluent in English, both written and spoken, for effective collaboration across countries
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