Financial Modeller
Chetwood Bank
full-time
Posted on:
Location Type: Hybrid
Location: Wrexham • United Kingdom
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About the role
- Development and ongoing validation for the suite of models used in the IFRS 9 ECL calculation.
- Ownership of monthly model monitoring for review by model governance committee, credit risk committee and board risk / audit committees.
- Maintaining oversight of all models as per the requirements set out in Chetwood’s model governance framework.
- Assist in the development and maintenance of financial models across the business.
- Support the build out of the credit and market risk models for Chetwood's Wholesale portfolios.
- Support wider finance/risk projects, including financial planning and ICAAP.
- Assist in preparing materials and analysis for internal and external stakeholders.
Requirements
- 5 years+ of relevant experience (mortgages, financial Instruments preferred).
- Strong interest in credit risk with detailed knowledge of IFRS9 regulatory frameworks.
- Excellent analytical and quantitative skills.
- Proficiency with standard toolsets, in particular Python.
- Expertise in statistical modelling across the full life cycle of financial instruments using a range of platforms and algorithms.
- Candidates should be comfortable working with large datasets and using analytical programming tools such as Python and SQL to support model development and analysis.
- Numerate Degree e.g. bachelor’s degree in finance, Economics, Mathematics, Business, Physics or related fields.
Benefits
- Competitive salary
- 25 days holiday PLUS your BIRTHDAY off
- Pension contribution with Royal London
- Life Assurance
- Private medical, dental and optical health insurance with Axa
- Hybrid working
- Free breakfast available
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard Skills & Tools
statistical modellingfinancial modellingcredit risk modellingquantitative analysisdata analysisIFRS 9large dataset managementanalytical programmingPythonSQL
Soft Skills
analytical skillsquantitative skillscommunication skillsstakeholder management