Lead Modeller

1 day ago

London, Greater London, United Kingdom Gresham Hunt Full time
Job Title: Lead Modeller

Location: London, hybrid

Salary range: £100K - £135K + bonus

Gresham Hunt is seeking a highly skilled Lead Modeller to join their quantitative risk team. This role sits within Model Development and is focused on the modelling of IRB models.

Key Responsibilities:
  • Design and document high-quality IRB models, including Probability of Default, Exposure at Default, and Loss Given Default, as well as challenger models utilizing various modelling techniques.
  • Ensure models are in line with regulatory requirements.
  • Collaborate with stakeholders across various areas and disciplines, including business, global risk, data analytics, model risk management, and internal and external audit.
Requirements:
  • BSc/MSc in a numerical discipline.
  • Significant wholesale modelling experience (PD, EAD and LGD) with an understanding of how models are implemented and used.
  • Excellent understanding of credit risk modelling (AIRB and/or IFRS9).
  • Understanding of Regulation Requirements, primarily UK (PRA) and EU (EBA/ECB) based regulations.
  • Prior experience working with statistics or data.
  • Technical skills in Python/R/SAS.
  • Strong communication skills.

Gresham Hunt is a leading recruitment agency, and we are committed to helping our clients find the best talent in the industry. If you are a skilled Lead Modeller looking for a new challenge, please submit your CV or contact us for more information.

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