Credit Risk Manager – IRB Modelling

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Milton Keynes / £70000 - £85000 annum

INFO

Salary
SALARY:

£70000 - £85000

Location

LOCATION

Milton Keynes

Job Type
JOB TYPE

Permanent

CREDIT RISK MANAGER - IRB MODELLING

MILTON KEYNES

£85,000

THE COMPANY:

This well-established UK bank have been on a continuous growth trajectory in recent years and are looking to expand their IRB modelling team in response to this growth. This role offers the chance for a varied role, involving work on IRB model development, validation and oversight, across the entirety of the bank's offerings.

THE ROLE

This role would see you work on:

  • End-to-end development of IRB models across a range of products
  • Creating challenger models to improve these and enhance performance
  • Wider work on model implementation and model outputs
  • Preparing reports for senior members and recommending how these can be optimised
  • Liaising with senior stakeholders and presenting reviews clearly and concisely

YOUR SKILLS AND EXPERIENCE

  • Essential to have prior experience in IRB model development or validation
  • Good knowledge and experience in SAS is crucial
  • Strong communication skills and prior experience in reporting and presenting ideas
  • Educated to at least degree level, in a numerate discipline

SALARY AND BENEFITS

  • Base salary of up to £85,000
  • Company bonus scheme
  • Pension contribution scheme
  • 27 days holiday
  • Private medical insurance

HOW TO APPLY

Please register your interest by sending your CV to Rosie Walsh through the 'Apply' link

CONTACT

Rosie Walsh

Recruitment Consultant

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