IRB Model Manager

2 weeks ago


Manchester, United Kingdom MERJE Full time

IRB Model Manager- up to £91K- once a week in Manchester


Key Responsbilities:

  • Working as part of a team of quantitative modellers and helping manage the development of models to ensure the strategic IRB requirements are met, with high quality documentation and to agreed timelines
  • Working with internal stakeholders on the planning, building, validation, approval, implementation, and use of the models built
  • Helping with model assurance to ensure the models remain effective and accurate
  • Being a subject matter expert for retail IRB models
  • Being responsible for line management responsibilities for technical analysts



Key Requirements:

  • Work experience with Basel IRB modelling requirements, regulations, and proven track record of Credit Risk modelling (IRB/IFRS9) with working experience in technical teams and senior stakeholders
  • Excellent quantitative and analytical ability along with experience in relevant mathematical approaches, advanced computer literacy, in particular coding language (SAS, Python or R) and degree level in a highly numerate subject, or equivalent
  • Advanced knowledge in quantitative and analytical solutions
  • Background in statistics, finance, or advanced analytics


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