SENIOR IRB MODELLING MANAGER - WHOLESALE

£130,000

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