Opportunity to work for a top investment bank in their quants team responsible for developing and implementing all the IFRS 9 models.
- 3 to 5 years of experience in a model development or validation environment required
- A background in machine learning (python) is necessary
- A full understanding of the IFRS 9 impairment requirements
- Understand the synergies between IFRS 9 and stress testing models; and develop/enhance the stress test models.