IRB Modelling Manager

2 weeks ago


Manchester, United Kingdom Harnham - Data & Analytics Recruitment Full time
IRB Modelling Manager

Our client, a leading bank, is seeking an experienced IRB Modelling Manager to join their risk team. This is a fantastic opportunity to work with a talented team and contribute to the development of credit risk models.

About the Role

As an IRB Modelling Manager, you will be responsible for leading projects and analysts in the development and validation of PD, LGD, and EAD models. You will work closely with the risk team to ensure that models are accurate and effective in managing credit risk.

Key Responsibilities
  • Develop and validate PD, LGD, and EAD models
  • Lead projects and analysts in the risk team
  • Collaborate with the risk team to ensure model accuracy and effectiveness
  • Stay up-to-date with industry developments and best practices in credit risk modelling
Requirements
  • Experience developing IRB models across PD, LGD, and EAD
  • Strong numerate degree
  • Experience using SAS
  • Product agnostic (unsecured or secured experience)
What We Offer
  • Competitive salary up to £90,000
  • Discretionary bonus
  • Pension contribution
How to Apply

Please register your interest by sending your CV to Shane McWilliams via the Apply link on this page.


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