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Form of work
SalaryJob Title: IRB Reviewer
I am currently working with one of the fast-paced Bank based in London and they are looking for an experienced IRB Reviewer to come onboard and join their established team. This role is 12-month initial contract.
Accountabilities & Responsibilities-
- Mortgage Credit Risk IRB Modelling & Model Validation
- Experience should be in Capital Risk, Not Market Risk
- IRB Background is essential NOT IFRS9
- Probability of Default (PD)
- Loss Given Default (LGD) and familiarity with PRA Hybrid Mortgages
- Exposure at Default (EAD)
- Individuals who developed or validated IRB models
To be successful in this position you need previous experience working in similar environment covering all areas of Credit risk and IRB Review. In return the company is offering a day rate plus attractive bonus. They are also offering a hybrid working model of 2 days in the office and 3 from home.
