IRB Modelling Manager
1 month ago
IRB Modelling Manager
Up to £90,000
Milton Keynes
We are seeking an experienced IRB Modelling Manager to lead our risk team in developing and validating PD, LGD, and EAD models. The successful candidate will have a strong background in credit risk modelling and experience with SAS.
The Company
Our client is a leading bank with a strong culture and a commitment to employee development. They offer a competitive salary and benefits package, including a discretionary bonus and pension contribution.
The Role
As 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 compliant with regulatory requirements.
Requirements
- Experience developing IRB models across PD, LGD, and EAD
- Experience with SAS
- Strong numerate degree
Benefits
- 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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