Senior Modeller (IRB models)

  • Competitive package and modern, agile, working culture
  • London, England, United Kingdom
  • Permanent, Full time
  • Vennbridge
  • 14 Apr 19

Banking sector - Building and delivering Credit models for the Advanced Internal Ratings Based Approach - London, UK

Role

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.

Candidates

  • 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.