Job Title

Outside IR35 - 3 Month Contract - Birmingham - Two days in the office per weekOur client, a large financial services business in Birmingham, is looking to recruit an experienced contractor to develop and deliver a series of model monitoring solutions for a suite of IFRS9 models related to residential and buy to let mortgage portfolios. You will:Familiarise yourself with available data and models used in IFRS9 with support from the Credit Risk Modelling & Analytics teamAgree appropriate metrics, measures and tolerances with input from the Senior Credit Risk ModellerDesign, develop and implement model monitoring solutions necessary to measure and monitor the model performance for the Owner Occupied residential portfolio and the Buy to Let portfolioConsider what actions could be taken based upon the results of the model monitoring workBuild out the segmentation processes to facilitate timely recalibrationsLiaise with external model validation team to ensure smooth handover of model monitoring codePresent a summary of the work and findings to stakeholders within the Credit Risk Modelling & Analytics team prior to completion of the contractKey Skills and Experience:Experience in IFRS9 and survival modelsExcellent SAS and SQL programming skills Attention to detail enabling production of analysis with a consistently high level of accuracyAbility to spot trends and outliers in dataGood communicator with the ability to present results to a technical and non-technical audience in a clear and concise manner