SENIOR IRB MODELLING MANAGER – WHOLESALE

arrow

London / £90000 - £110000 annum

INFO

Salary
SALARY:

£90000 - £110000

Location

LOCATION

London

Job Type
JOB TYPE

Permanent

SENIOR IRB MODELLING MANAGER - WHOLESALE

£110,000

LONDON

Very exciting role here with a leader in the UK banking space. This role would enable you to both lead the model development and implementation for their cards book, as well as leading a small team.

THE COMPANY

This company is a leading high street bank, seeking an experienced credit modeller to join the team. This role offers an opportunity to join an established and well-known business, to develop and maintain models for their wholesale portfolio. This is an exciting time to join the business as the quantitative team expands and gives a chance to be directly involved in a range of modelling projects.

THE ROLE

  • Developing IRB and IFRS9 models for the wholesale portfolio within the bank, across the full suite of PD, LGD and EAD
  • Engage with the risk transformation team on model enhancement and implementation
  • Leading analytical deep-dives into model performance and statistical t
  • Work closely with internal and external stakeholders across the bank, advising and providing insight on model performance

YOUR SKILLS AND EXPERIENCE

  • Strong experience IRB or IFRS9 model development, for wholesale portfolios
  • Knowledge of and experience working with Python, SAS or SQL
  • Essential to have had good experience working with or presenting to senior stakeholders
  • Educated to at least degree level in a numerate subject

SALARY AND BENEFITS

  • Up to £110,000 base salary
  • Discretionary bonus
  • Company pension scheme
  • Private Medical Care
  • Hybrid work model

HOW TO APPLY

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

CONTACT

Rosie Walsh

Recruitment Consultant

SIMILAR
JOB RESULTS

4k-Harnham_DA copy
CAN’T FIND THE RIGHT OPPORTUNITY?

STILL
LOOKING?

If you can’t see what you’re looking for right now, send us your CV anyway – we’re always getting fresh new roles through the door.