IRB Model Manager

2 weeks ago


Manchester, United Kingdom MERJE Full time
IRB Model Manager

Merje is seeking a highly skilled IRB Model Manager to join our team in Manchester. As a key member of our quantitative modelling team, you will be responsible for managing the development of models to ensure strategic IRB requirements are met.

Key Responsibilities:
  • Collaborate with internal stakeholders to plan, build, validate, approve, implement, and use models built by the team.
  • Ensure model assurance to guarantee models remain effective and accurate.
  • Act as a subject matter expert for retail IRB models.
  • Lead line management responsibilities for technical analysts.
Requirements:
  • Proven experience with Basel IRB modelling requirements and regulations, along with a track record of Credit Risk modelling (IRB/IFRS9) in technical teams and senior stakeholders.
  • Excellent quantitative and analytical ability, with experience in relevant mathematical approaches and advanced computer literacy in coding languages (SAS, Python, or R).
  • Advanced knowledge in quantitative and analytical solutions.
  • Background in statistics, finance, or advanced analytics.

Apply now by sending your CV to nmohamed@merje.com.


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