IRB Modelling Manager
|Job Title:||IRB Modelling Manager|
|Salary:||£60000 - £80000 per annum + Bonus, pension, benefits|
|Contact Name:||Steven Harrison|
|Job Published:||3 months ago|
£60k - £80k + pension, bonus, benefits
SAS, PD, LGD, EAD, Stakeholder Management
My client is looking for an experienced Credit Risk professional to lead and develop a team of A-IRB modellers, along with hands on elements. The role will give exposure to dealing with Senior Stakeholders, on the business's board, so strong communication skills are essential and is an excellent opportunity to either move into management or continue developing your management skills. You will be given the opportunity to build, lead and develop your own team within the business. There will also be management of PD, LGD and EAD end to end model builds, with some hands-on work around some areas of the model development.
My client is a well respected leading bank within multiple areas of the business, including Asset Finance, Retail and Corporate banking. With a large focus on A-IRB modelling, they are currently implanting advanced statistical techniques to build high performing innovative models, for their internal ratings. The offer excellent career development, preferring to promote from within and build around the people who know the business. They have a management team with excellent experience within some of the largest banks and consultancies in the country.
What you need
An ideal candidate will need to be able to demonstrate:
-Excellent knowledge for Credit Risk Modelling, within Retail or Corporate Banking
-A background in developing PD, LGD and EAD modelling
-Strong knowledge of SAS for Statistical Modelling
-Very strong communication skills both written and verbal
-The ability to deal with non-technical senior stakeholders
Nice to have:
-Management experience or the desire to move into a management role
-UK experience within banking or consultancy
-PhD or Master Degree in a Quantitative Field
If this role interests you or you would like to have a confidential conversation about other opportunities, then please apply or contact Steven Harrison on 020 3326 4113 or email@example.com.
Parallel Consulting is a multi-awarding winning, global leader in Analytics & Data Science recruitment.
With over 12 years expertise, we assist our clients within Analytics, Customer & Marketing Insight, Web Analytics, Big Data, Data Science, Credit Risk and BI.
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