My client is one of the largest banks in the UK, renowned for their flexible working culture, remote working opportunities, excellent benefits and outstanding internal culture and career progression.
As part of a build out of the risk modelling team I am looking for an experienced IRB modeller to lead a talented team of modelling analysts and data scientists responsible for developing and remediating the IRB & Scorecards model landscape to ensure effective risk management and capital allocation within the portfolio.
Managing multiple complex model development projects and analyses; delivering the scoping, design, development, validation and implementation of models, in line with Bank standards and regulatory compliance requirements
Taking ownership and responsibility for ensuring the performance of models are understood and identifying model enhancements
You will lead the design and implementation of credit risk models in line with Bank standards and regulatory compliance requirements. You will also deliver high-quality model documentation and support the Bank in model usage and governance, while driving the development of your team.
To succeed in this role, you’ll need significant experience in IRB model development within Business credit portfolios and expertise in using statistical analysis software like SAS, Python, or R. Bonus points for experience with economic processes and IFRS 9.
This role offers market leading benefits and an excellent remuneration package, as well as the option to work fully remote.