Senior IRB Modelling Manager
1 month ago
£130,000
LONDON
This is an exciting opportunity to join a leading high street bank as a Senior IRB Modelling Manager, responsible for developing and maintaining models for their wholesale portfolio. The role offers a chance to work with a well-established business, expanding its quantitative team, and be directly involved in a range of modelling projects.
The Role
- Developing IRB and IFRS9 models for the wholesale portfolio, covering PD, LGD, and EAD
- Collaborating with the risk transformation team on model enhancement and implementation
- Leading analytical deep-dives into model performance and statistical analysis
- Working closely with internal and external stakeholders, advising on model performance
Your Skills and Experience
- Strong experience in IRB or IFRS9 model development for wholesale portfolios
- Knowledge of Python, SAS, or SQL, with experience working with or presenting to senior stakeholders
- Educated to at least degree level in a numerate subject
Salary and Benefits
- Up to £110,000 base salary
- Discretionary bonus
- Company pension scheme
- Private Medical Care
- Hybrid work model
How to Apply
Please register your interest by sending your CV to Rosie Walsh through the 'Apply' link
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