Development Implementation Coordinator

2 weeks ago


United Kingdom Harnham Full time €90,000

IRB MODEL DEVELOPMENT CONSULTANT
This is a fantastic opportunity for an experienced professional to play a key role in the development and implementation of Internal Ratings-Based (IRB) credit risk models for banks and financial institutions.
Lead the development and validation of PD, LGD, and EAD models in line with regulatory requirements (Basel III/IV).
Quantitative analysis: Apply advanced statistical techniques, machine learning methods, and data analysis to build risk models.
Collaborate with key stakeholders including clients, risk management teams, and regulatory bodies to deliver tailored solutions.
Provide expert advice and insights to clients on regulatory trends and the strategic impact of model changes on capital requirements.
IRB model development experience
Strong proficiency in statistical modeling techniques, with experience in tools such as R, Python, SAS, or SQL.
A degree in a quantitative field such as mathematics, statistics, economics, or finance; a postgraduate qualification is a plus.



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