Current jobs related to IRB Credit Modelling Specialist - London, Greater London - Investec


  • London, Greater London, United Kingdom Investec Full time

    At Investec, we're seeking a talented IRB Credit Modelling Specialist to join our dynamic team. In this hands-on role, you'll develop and refine IRB credit risk parameters (PD, LGD, EAD), collaborate with team members on credit risk models across retail and non-retail portfolios, and oversee the full lifecycle of models. You'll conduct performance analysis,...


  • London, Greater London, United Kingdom Investec Full time

    About UsAt Investec, we're a Specialist Bank serving clients in the UK and South Africa. Our culture is built on a flat structure and a focus on internal mobility, allowing us to attract and retain talented individuals who thrive in our dynamic environment.About the RoleWe're seeking a skilled IRB Credit Modelling Specialist to join our team. As a key...


  • London, Greater London, United Kingdom Investec Full time

    About UsAt Investec, we're a Specialist Bank serving clients in the UK and South Africa. Our culture is built on a flat structure and a focus on internal mobility, allowing us to attract and retain talented individuals who thrive in our dynamic environment.About the RoleWe're seeking a skilled IRB Credit Modelling Specialist to join our team. As a key...


  • London, Greater London, United Kingdom Investec Full time

    At Investec, we are seeking a talented IRB Credit Modelling Specialist to join our dynamic team. In this hands-on role, you will develop and refine IRB credit risk parameters (PD, LGD, EAD), collaborate with team members on credit risk models across retail and non-retail portfolios, and oversee the full lifecycle of models. You will conduct performance...


  • London, Greater London, United Kingdom Investec Full time

    About Us: At Investec, our IRB Credit Modelling team is dedicated to developing and refining PD, LGD, and EAD models across our diverse portfolios. We strive to ensure the accuracy and reliability of our credit risk parameters, aligning with the latest regulatory standards.About the Role: We are seeking a talented IRB Credit Modelling Specialist to join our...


  • London, Greater London, United Kingdom Investec Full time

    About the Role: Investec is seeking a talented IRB Credit Modelling Specialist to join our dynamic team. In this hands-on role, you will develop and refine IRB credit risk parameters (PD, LGD, EAD), collaborate with team members on credit risk models across retail and non-retail portfolios, and oversee the full lifecycle of models. You will conduct...


  • London, Greater London, United Kingdom Investec Full time

    About UsInvestec is a specialist bank serving clients in the UK and South Africa. Our culture is built on a flat structure and a focus on internal mobility, allowing employees to flourish and grow. We combine entrepreneurial spirit with a desire to learn and collaborate, making us an attractive employer for those seeking a boost in their careers.About the...


  • London, Greater London, United Kingdom Investec Full time

    About UsInvestec is a specialist bank serving clients in the UK and South Africa. Our culture is built on a flat structure and a focus on internal mobility, allowing employees to flourish and grow. We combine entrepreneurial spirit with a desire to learn and collaborate, making us an attractive employer for those seeking a boost in their careers.About the...


  • London, Greater London, United Kingdom Investec Full time

    About UsInvestec is a specialist bank serving clients in the UK and South Africa. Our culture is built on a flat structure and a focus on internal mobility, allowing employees to flourish and grow. We combine entrepreneurial spirit with a desire to learn and collaborate, making us an attractive employer for those seeking a boost in their career.About the...


  • London, Greater London, United Kingdom Investec Full time

    About UsInvestec is a specialist bank serving clients in the UK and South Africa. Our culture is built on a flat structure and a focus on internal mobility, allowing employees to flourish and grow. We combine entrepreneurial spirit with a desire to learn and collaborate, making us an attractive employer for those seeking a boost in their career.About the...


  • London, Greater London, United Kingdom Investec Full time

    About UsInvestec is a specialist bank serving clients in the UK and South Africa. Our culture is built on a flat structure and a focus on internal mobility, allowing employees to thrive and grow. We're looking for individuals who can bring an entrepreneurial spirit and a desire to learn and collaborate to their work.About the RoleWe're seeking a talented IRB...


  • London, Greater London, United Kingdom Investec Full time

    About UsInvestec is a specialist bank serving clients in the UK and South Africa. Our culture is built on a flat structure and a focus on internal mobility, allowing employees to thrive and grow. We're looking for individuals who can bring an entrepreneurial spirit and a desire to learn and collaborate to their work.About the RoleWe're seeking a talented IRB...


  • London, Greater London, United Kingdom Allied Irish Bank Full time

    Job Title: IRB Model Development ManagerWe are seeking an experienced IRB Model Development Manager to join our Risk Analytics team at Allied Irish Bank. As a key member of our team, you will be responsible for the design and delivery of predictive credit risk measurement models.About the Role:The IRB Model Development Manager will play a leading role in the...


  • London, Greater London, United Kingdom Allied Irish Bank Full time

    Job Title: IRB Model Development ManagerWe are seeking an experienced IRB Model Development Manager to join our Risk Analytics team at Allied Irish Bank. As a key member of our team, you will be responsible for the design and delivery of predictive credit risk measurement models.About the Role:The IRB Model Development Manager will play a leading role in the...


  • London, Greater London, United Kingdom Eximius Finance Full time

    IRB Model Validation RoleAt Eximius Finance, we are seeking a skilled IRB Model Validation Specialist to join our team. As an IRB Model Validation Specialist, you will be responsible for conducting model validation for IRB models by challenging model assumptions, mathematical formulation, and implementation.Key Responsibilities:Conduct independent testing to...


  • London, Greater London, United Kingdom Allied Irish Bank Full time

    Job Title: IRB Model Development ManagerWe are seeking a highly skilled IRB Model Development Manager to join our Risk Analytics team at Allied Irish Bank. As a key member of our team, you will be responsible for developing and maintaining predictive credit risk measurement models that support our business decisions and regulatory requirements.Key...


  • London, Greater London, United Kingdom Allied Irish Bank Full time

    Job Title: IRB Model Development ManagerWe are seeking a highly skilled IRB Model Development Manager to join our Risk Analytics team at Allied Irish Bank. As a key member of our team, you will be responsible for developing and maintaining predictive credit risk measurement models that support our business decisions and regulatory requirements.Key...


  • London, Greater London, United Kingdom Harnham - Data & Analytics Recruitment Full time

    Senior IRB Modelling ManagerWe are seeking an experienced Senior IRB Modelling Manager to join our team at Harnham - Data & Analytics Recruitment. This is an exciting opportunity to lead the development and implementation of IRB and IFRS9 models for our client's wholesale portfolio.About the RoleDevelop and maintain IRB and IFRS9 models for the wholesale...


  • London, Greater London, United Kingdom Harnham - Data & Analytics Recruitment Full time

    Senior IRB Modelling ManagerWe are seeking an experienced Senior IRB Modelling Manager to join our team at Harnham - Data & Analytics Recruitment. This is an exciting opportunity to lead the development and implementation of IRB and IFRS9 models for our client's wholesale portfolio.About the RoleDevelop and maintain IRB and IFRS9 models for the wholesale...


  • London, Greater London, United Kingdom Barclay Simpson Full time

    Senior Credit Risk Modelling ManagerOur client, a leading banking group, is seeking an experienced credit risk modeller to lead the development of IRB models for its specialist lending portfolios. As part of the risk modelling function's strategic growth plan, this role will be responsible for managing a small team of modelling analysts and collaborating...

IRB Credit Modelling Specialist

2 months ago


London, Greater London, United Kingdom Investec Full time
About Us

At Investec, our team is dedicated to developing and refining credit risk models that meet the latest regulatory standards. We are committed to ensuring the accuracy and reliability of our credit risk parameters.

About the Role

We are seeking a talented Credit Risk Modelling Specialist to join our dynamic team. In this hands-on role, you will develop and refine credit risk models, collaborate with team members on credit risk analysis, and oversee the full lifecycle of models. You will conduct performance analysis, annual reviews, and address any deficiencies identified. Additionally, you will engage with stakeholders to ensure the correct understanding and implementation of the models within Investec's credit risk framework.

Key Responsibilities
  • Model Development: Develop and refine credit risk models, collaborating with team members on credit risk analysis.
  • Model Management: Oversee the full lifecycle of models, including scoping, data review, stakeholder engagement, documentation, and governance approval.
  • Performance Analysis: Conduct annual reviews, calibration, backtesting, and performance analysis to ensure model accuracy and reliability. Address and resolve any deficiencies.
  • Continuous Learning: Research, design, and implement best practice methodologies for quantifying credit risk in line with regulatory standards.
  • Stakeholder Engagement: Collaborate closely with Credit, Business, and support functions to ensure proper understanding, use, and implementation of the models within Investec's credit risk framework.
Core Skills and Knowledge
  • Educational Background: Bachelor's/Master's degree in highly quantitative subjects (Maths, Physics, Engineering, Economics, etc).
  • Modelling Experience: Hands-on experience in developing credit risk models, preferably within stringent regulatory frameworks.
  • Coding Proficiency: Proficiency in SQL and either SAS or Python, with a strong willingness to learn Python if not already proficient.
  • Analytical Acumen: Exceptional analytical abilities, with a talent for interpreting complex data and presenting findings clearly to diverse audiences.
  • Continuous Learning: Strong interest in mastering credit risk models and understanding regulatory environments.
  • Communication and Documentation: Ability to prepare high-quality documentation and communicate clearly and persuasively in both written and verbal forms.
  • Soft Skills: Ability to work effectively both independently and as part of a team. Readiness to learn and adapt swiftly to new challenges.
What We Offer

As a Credit Risk Modelling Specialist at Investec, you will be part of a collaborative and agile culture. Our working week is 4 days in the office and one day remote. We offer a range of wellbeing benefits to make our people feel healthier, balanced, and more fulfilled in their lives inside and outside of work.

Here is a selection of what we offer:

  • Wellbeing Subsidy, Corporate Gym Membership, Virtual GP, Peppy Health App (Fertility, Menopause and Early Parenthood), Optional Private Medical & Dental Insurance
  • Non-contributory Pension & Discretionary Bonus
  • Life & Income Protection
  • Season Ticket Loan & Electric Vehicle Scheme
Our Culture

Embedded in our culture is a sense of belonging and inclusion. This creates an environment in which everyone is free to be themselves, which helps to drive innovation, creativity, and ultimately business performance. At Investec, we want everyone to find it easy to be themselves and to feel they belong. It's a responsibility we all share and is integral to our purpose and values as an organisation.

The Recite Me tool includes a screen reader, styling and customisation options, a series of reading aids, a translator and more.