Risk Modelling Specialist
3 weeks ago
Mortgage IRB Modelling Manager
Harnham is seeking a talented Risk Modelling Specialist to join our dynamic team as a Mortgage IRB Modelling Manager. This role offers a unique opportunity to contribute to the development and implementation of cutting-edge Internal Ratings Based (IRB) models specifically for our mortgage portfolio, ensuring compliance with regulatory standards and effective credit risk management.
Key Responsibilities:
- Oversee the development, validation, and implementation of IRB models for mortgage exposures, including residential and commercial mortgage loans.
- Collaborate with cross-functional teams to ensure the integration of mortgage IRB models into our risk management framework.
- Monitor and analyse model performance, identifying areas for improvement and recommending enhancements specific to mortgage risk.
- Stay up-to-date with regulatory developments and industry best practices related to mortgage IRB modelling.
Qualifications and Experience:
- Advanced degree in quantitative finance, statistics, or a related field.
- Minimum 5 years of experience in IRB modelling, with a strong understanding of statistical techniques and risk measurement methodologies specifically applied to mortgage portfolios.
- Proven track record of developing and implementing complex credit risk models for mortgage exposures.
- Excellent analytical and problem-solving skills, with a focus on mortgage-specific risk factors.
- Strong communication and interpersonal skills, with the ability to effectively collaborate with diverse teams within the mortgage business.
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