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Irb credit risk modelling consultant

London
Barclay Simpson
Consultant
Posted: 8 September
Offer description

Overview

Recruiter of risk quants across 1st and 2nd LODs covering all risk stripes. This is a rare chance to join a founder-led consultancy that punches well above its weight. Trusted by some of the biggest names in banking, this lean but highly capable team is known for meaningful, high-quality work in credit risk, modelling, and analytics.

Following several exciting project wins, they are looking for experienced credit risk modellers and validators to take ownership of projects across retail IRB portfolios. You’ll lead on model build, review, and validation, helping clients respond to evolving regulatory demands while delivering insights that genuinely make an impact.


Responsibilities

* Lead delivery of IRB model build and review projects for major financial institutions
* Partner with clients to define scope, priorities, and risks
* Produce robust documentation and communicate findings with clarity
* Challenge assumptions and shape internal best practices
* Represent the consultancy with professionalism and confidence


Qualifications

* Solid experience in IRB modelling or validation within retail credit
* Strong knowledge of PD, LGD, or EAD methodologies
* Proven ability to own workstreams and deliver directly to clients
* Confidence handling complex data and regulatory requirements
* A structured, independent approach to technical problem-solving


What you’ll do

* Lead delivery of IRB model build and review projects for major financial institutions
* Partner with clients to define scope, priorities, and risks
* Produce robust documentation and communicate findings with clarity
* Challenge assumptions and shape internal best practices
* Represent the consultancy with professionalism and confidence


Seniority

* Mid-Senior level


Employment type

* Full-time


Job function

* Finance


Industries

* Business Consulting and Services
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