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Manager - IRB Model Development, Commercial Banking, Liverpool
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Client:
Barclay Simpson
Location:
Liverpool, United Kingdom
Job Category:
Other
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EU work permit required:
Yes
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Job Views:
2
Posted:
31.05.2025
Expiry Date:
15.07.2025
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Job Description:
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 building out 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.
Responsibilities include:
* Managing multiple complex model development projects; delivering the scoping, design, development, validation, and implementation of models, in line with Bank standards and regulatory requirements
* Ensuring model performance is understood and identifying potential enhancements
You will lead the design and implementation of credit risk models, ensuring they are robust, fit for purpose, and provide clear insights. You will deliver high-quality documentation, support model governance, and develop your team.
Requirements include significant experience in IRB model development within Business credit portfolios, proficiency in statistical software like SAS, Python, or R, strong communication skills, stakeholder influence ability, and decision-making experience. Bonus points for experience with economic processes and IFRS 9.
This role offers market-leading benefits, an excellent remuneration package, and the option for fully remote work.
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