Senior IRB Modelling Manager

1 month ago


London, Greater London, United Kingdom Harnham - Data & Analytics Recruitment Full time
Senior IRB Modelling Manager - Wholesale

£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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