IRB Modelling Manager

2 months ago


UK, UK, United Kingdom Harnham Full time

IRB MODELLING MANAGER

UP TO £90,000

MANCHESTER (1 day per week)


Are you looking to join a bank with great opportunities? Our client is seeking an IRB Modelling Manager and is offering a very competitive salary and benefits package. They are looking to expand their risk team with an emphasis placed on personal development and employee support.


THE COMPANY


This Bank provides a wide scope of services. They are renowned for having a great culture, with a very bright and experienced team in risk providing an excellent opportunity to learn and progress within the business.


THE ROLE


Lead projects and analysts (can be an IC if preferred) in the IRB modelling team developing and validating PD, LGD and EAD models.


SKILLS AND EXPERIENCE


  • Experience developing IRB models across PD, LGD and EAD
  • Experience in IFRS9 could be considered
  • Experience using SAS
  • Product agnostic (unsecured or secured experience)
  • Strong Numerate degree


SALARY AND BENEFITS


  • Up to £90,000 (including cash allowance)
  • Discretionary Bonus - strong
  • Pension contribution - strong


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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