Senior Modeller (IRB models)
- Competitive package and modern, agile, working culture
- London, England, United Kingdom
- Permanent, Full time
- 14 Feb 19
Banking sector - Building and delivering Credit models for the Advanced Internal Ratings Based Approach - London, UK
The main purpose of the role is to design, deliver, and continually update, industry-leading Credit Risk models (such as scorecards, IFRS9 & A-IRB models, and forecasting models).
- Focussing on Retail and Corporate banking: prepare, design, develop, and deliver, all new credit modelling strategies.
- Liaise with all departments regarding model governance processes.
- Be the point of expertise for all stakeholders within the banking group.
- Own the models.
- Lead from the front, inspiring a team in the field of model development.
- Must have either retail or corporate model development experience.
- Will have worked on IRB models in a bank.
- Should be competent in all modelling tools and statistical languages.
Vennbridge is an employment firm in relation to this posting. For further information, see www.vennbridge.com.