This high-profile role will be part of the team responsible for the development and maintenance of the Retail IRB models. The successful candidate will help to ensure that IRB developments are focussed on the strategic needs of the businesses as well as the latest regulations and internal standards.
Key Responsibilities:
Working as part of a team of quantitative modellers and helping manage the development of models to ensure the strategic IRB requirements are met, with high quality documentation and to agreed timelines
Working with internal stakeholders on the planning, building, validation, approval, implementation, and use of the models built
Helping with model assurance to ensure the models remain effective and accurate
Being a subject matter expert for retail IRB models
Being responsible for line management responsibilities for technical analysts
Key Requirements:
Work experience with Basel IRB modelling requirements, regulations, and proven track record of Credit Risk modelling (e.g. IRB/IFRS9) with working experience in technical teams and as well as with senior stakeholders
Excellent quantitative and analytical ability along with experience in relevant mathematical approaches, advanced computer literacy, in particular coding language (SAS, Python or R) and degree level or above in a highly numerate subject
If interested, send your CV through to