Referrals Only - IFRS9 Modeller

• Assist with end-to-end development and maintenance of IFRS 9 models (PD, EAD, LGD) • Construction of post-model adjustments / model overlays as and when required • Implementation of new models • Development and maintenance of economic-response models for scenario simulation and impairment • Enhancement of model monitoring and month-end ECL reporting and analytics • Presenting modelling results to 1LOD and 2LOD risk forums/committees • Close collaboration with portfolio strategy, model validation, finance and external audit teams • How we work: • Our main tech hub is in London, but our data teams are based all over the UK — from Brighton to the Western Isles. • We love meeting in person, but there’s no pressure to come into the office, even if you’re nearby. You’ll do your best work where you feel most comfortable. • We value flexibility, connection, and wellbeing. You’ll have the freedom to work in a way that fits your life, whether that’s school drop-offs, avoiding rush hour, or making time for what matters most. • Work the way that works for you at Monzo! 💼 • You should apply if: • You have a background in IFRS 9 impairments • You have end to end experience in the development and implementation of credit models (e.g PD, LGD, EAD). • You have experience in monitoring ECLs and conducting driver analyses • You have strong analytical skills and a track record of using these to deliver technical projects • You have a solid technical toolkit. SQL and either Python or R is a must-have, a data visualisation tool (such as Tableau, PowerBI, Looker) is a plus • You can convey problems and solutions using clear and simple language, both written and verbal (see Monzo’s tone of voice guide). This is particularly important for communicating complex issues and priorities to non-experts • You're impact driven and eager to have a real positive impact on the company, our products, our users and your team-mates • You have a self-starter mindset; you proactively identify issues and opportunities and tackle them without being told to do so • You're a team player whom your colleagues can rely on • The Interview Process: • Our interview process involves 4 main stages: • Initial call with a member of the impairments team • Technical IFRS 9 interview • Values and collaboration behavioural interview • A live case study problem solving interview • Our average process takes around 3-4 weeks but we will always work around your availability.