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