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