Lead IRB Modeller
1 month ago
Barclay Simpson are pleased to be representing a specialist mortgage bank in their search for a Lead IRB Credit Risk Modeller. As part of the insights and analytics function, the successful applicant will be part of team who will be delivering a suite of models to submit to the PRA as the bank seeks IRB approval. As Lead IRB Credit Risk Modeller you will primarily focus on developing and implementing various types of predictive models, segmentation strategies, optimisation algorithms & data mining analysis. You’ll also aid the development, maintenance and monitoring of new IRB rating systems, regulatory PD, LGD, EAD & scorecard models. The firm offer fully remote and flexible working and employee's can be based anywhere in the UK. Key Skills & Responsibilities:
- Assessment of IRB regulation within the CRR, SS11/13, EBA GL’s, PRA Rulebook & Basel 3.1 for residential mortgages or business loans
- Developing and implementing various types of predictive models, segmentation strategies, optimisation algorithms and data mining analysis
- Monitor and maintaining models to ensure that they remain fit for purpose
- Develop and implementing various types of predictive models, segmentation strategies, optimisation algorithms and data mining analysis to drive pricing and liquidity management
- Ensure predictive models support regulatory and compliance initiatives within risk such application scorecards, capital and impairment (according to IRB and IFRS9 standards) and stress testing
- Experience with IRB regulation (CRR, SS11/13, EBA GL’s, PRA Rulebook & Basel 3.1)
- Experience in using the following modelling techniques – collaborative filtering, support vector machines, neural networks, linear and logistic regression, decision trees, random forests
- Experience of data analysis tools, such as SQL, R, Python, SAS or similar
- Good communication skills - able to present analysis at all levels of the business and to non-specialists
- A self-starter with excellence time management skills
- CQF qualification advantageous
- Experience of delivering predictive models to support application or behavioural credit risk scoring, IRB, IFRS9, scorecards, pricing and price elasticity, or product propensity models
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IRB Model Development Manager
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United Kingdom Exalto Consulting ltd Full timeMy banking client are looking for an IRB Model Development Manager to work in their IRB Model Development team in the Risk Analytics department. You must have; 3-5 years of IRB modelling experience, with at least 18 months in the non-retail space. End-to-end IRB modelling, particularly around building the development proposition. Leading projects...
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Lead Credit Risk Modeller
1 month ago
United Kingdom Barclay Simpson Full timeBarclay Simpson are pleased to be representing a specialist mortgage bank in their search for a Lead IRB Credit Risk Modeller. As part of the insights and analytics function, the successful applicant will be part of team who will be delivering a suite of models to submit to the PRA as the bank seeks IRB approval. As Lead IRB Credit Risk Modeller you will...
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Lead Modelling Analyst
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United Kingdom MERJE Full timeLead Modelling Analyst- Yorkshire once a month- up to £65K My Client is looking for a Lead Modelling Analyst to take ownership of the ongoing development, management and testing of the most critical models that the business uses. This will include supporting the redevelopment of the IRB models, taking responsibility for understanding upcoming regulatory...
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Lead Modelling Analyst
1 week ago
United Kingdom MERJE Full timeLead Modelling Analyst- Yorkshire once a month- up to £65K My Client is looking for a Lead Modelling Analyst to take ownership of the ongoing development, management and testing of the most critical models that the business uses. This will include supporting the redevelopment of the IRB models, taking responsibility for understanding upcoming regulatory...
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Lead Analyst, Account Management
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United Kingdom MERJE Full timeMy Client is looking for a Lead Modelling Analyst to take ownership of the ongoing development, management and testing of the most critical models that the business uses. This will include supporting the redevelopment of the IRB models, taking responsibility for understanding upcoming regulatory change and sharing SME knowledge with a high performing team....
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Lead Analyst, Account Management
1 week ago
United Kingdom MERJE Full timeMy Client is looking for a Lead Modelling Analyst to take ownership of the ongoing development, management and testing of the most critical models that the business uses. This will include supporting the redevelopment of the IRB models, taking responsibility for understanding upcoming regulatory change and sharing SME knowledge with a high performing team....
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Freelance Modellers x 20
2 weeks ago
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Freelance Modellers x 20
2 weeks ago
United Kingdom DNA Recruit Full time €500 - €700Freelance Modellers x20 Urgently required A major 1st Tier Bank has an urgent project across a range of projects. Rates £500-700/Day - July & August Start dates If you have IRB/PD/Python/LGD/AWS/Data Analytics/Modelling/Credit Risk skills in a banking environment then I have a freelance opportunity for you ! All in need is your CV, most competitive day...
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Freelance Modellers x 20
1 week ago
United Kingdom DNA Recruit Full time €500 - €700Freelance Modellers x20 Urgently required A major 1st Tier Bank has an urgent project across a range of projects. Rates £500-700/Day - July & August Start dates If you have IRB/PD/Python/LGD/AWS/Data Analytics/Modelling/Credit Risk skills in a banking environment then I have a freelance opportunity for you ! All in need is your CV, most competitive day...
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Freelance Modellers x 20
1 week ago
United Kingdom DNA Recruit Full time €500 - €700Freelance Modellers x20 Urgently required A major 1st Tier Bank has an urgent project across a range of projects. Rates £500-700/Day - July & August Start dates If you have IRB/PD/Python/LGD/AWS/Data Analytics/Modelling/Credit Risk skills in a banking environment then I have a freelance opportunity for you ! All in need is your CV, most competitive day...
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Credit Risk Modelling
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Freelance Modellers x 20
1 week ago
United Kingdom DNA Recruit Full timeFreelance Modellers x20 Urgently requiredA major 1st Tier Bank has an urgent project across a range of projects.Rates £500-700/Day - July & August Start datesIf you have IRB/PD/Python/LGD/AWS/Data Analytics/Modelling/Credit Risk skills in a banking environment then I have a freelance opportunity for you ! All in need is your CV, most competitive day rate...
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Freelance Modellers x 20
1 week ago
United Kingdom DNA Recruit Full timeFreelance Modellers x20 Urgently required A major 1st Tier Bank has an urgent project across a range of projects. Rates £500-700/Day - July & August Start dates If you have IRB/PD/Python/LGD/AWS/Data Analytics/Modelling/Credit Risk skills in a banking environment then I have a freelance opportunity for you ! All in need is your CV, most competitive day rate...
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Freelance Modellers x 20
2 weeks ago
United Kingdom DNA Recruit Full timeFreelance Modellers x20 Urgently requiredA major 1st Tier Bank has an urgent project across a range of projects.Rates £500-700/Day - July & August Start datesIf you have IRB/PD/Python/LGD/AWS/Data Analytics/Modelling/Credit Risk skills in a banking environment then I have a freelance opportunity for you ! All in need is your CV, most competitive day rate...
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Freelance Modellers x 20
2 weeks ago
United Kingdom DNA Recruit Full timeFreelance Modellers x20 Urgently required A major 1st Tier Bank has an urgent project across a range of projects. Rates £500-700/Day - July & August Start dates If you have IRB/PD/Python/LGD/AWS/Data Analytics/Modelling/Credit Risk skills in a banking environment then I have a freelance opportunity for you ! All in need is your CV, most competitive day rate...
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Freelance Modellers x 20
1 week ago
United Kingdom DNA Recruit Full timeFreelance Modellers x20 Urgently requiredA major 1st Tier Bank has an urgent project across a range of projects.Rates £500-700/Day - July & August Start datesIf you have IRB/PD/Python/LGD/AWS/Data Analytics/Modelling/Credit Risk skills in a banking environment then I have a freelance opportunity for you ! All in need is your CV, most competitive day rate...
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Freelance Modellers x 20
2 weeks ago
United Kingdom DNA Recruit Full timeFreelance Modellers x20 Urgently requiredA major 1st Tier Bank has an urgent project across a range of projects.Rates £500-700/Day - July & August Start datesIf you have IRB/PD/Python/LGD/AWS/Data Analytics/Modelling/Credit Risk skills in a banking environment then I have a freelance opportunity for you ! All in need is your CV, most competitive day rate...
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Director of Regulatory Development
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United Kingdom Exalto Consulting ltd Full timeMy banking client are looking for an IRB Model Development Manager to work in their IRB Model Development team in the Risk Analytics department. End-to-end IRB modelling, particularly around building the development proposition. ~ Leading projects at a manager level. The role is hybrid working and would require you to be in the London office for...
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Model Validation
3 weeks ago
united kingdom Consulting Company Full timeRole Overview: The candidate will support in validating models used in IRB (Basel/Capital), IFRS9 Impairment, and Business Model Risk Management.Key Responsibilities:Independent Review: Conduct independent reviews and challenges of models.Technical Analysis: Perform technical and data analyses, benchmarking, and build challenger models if...
