Mortgage Modelling Manager

6 days ago


Manchester, New Hampshire, United Kingdom Harnham Full time
IRB Modelling Manager

Manchester (4-6 days a month in office)

Up to £90k per year plus amazing benefits

A leading bank is seeking a talented individual to contribute to the development and implementation of cutting-edge Internal Ratings Based (IRB) models specifically for our mortgage portfolio, ensuring regulatory compliance and effective credit risk management.

Key Responsibilities:

  • Develop, validate, and implement IRB models for mortgage exposures, including residential and commercial mortgage loans.
  • Collaborate with cross-functional teams to integrate mortgage IRB models into the bank's 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.

This role offers a unique opportunity to contribute to the bank's success and advance your career in risk management.



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