Senior Credit modelling - AIRB Senior Credit modelling - AIRB …

Eximius Finance
in London, United Kingdom
Permanent, Full time, Temporarily Remote
Be the first to apply
80000 - 120,000
Eximius Finance
in London, United Kingdom
Permanent, Full time, Temporarily Remote
Be the first to apply
80000 - 120,000
Posted by:
James Thompson • Recruiter
Posted by:
James Thompson
Recruiter
A challenger bank covering both retail and commercial lending is moving to AIRB and therefor increasing their credit modelling headcount by 4 senior team members.

The role:

Responsible for hands-on development, maintenance and implementation of PD, LGD, EAD and slotting models for both IRB and IFRS9 purposes.

Core responsibility is focused on leading IRB Model developments (scorecards, PD, LGD, and EAD, Slotting models)includes: the development of models as an end-to-end process: Scope model requirements, data reviews, portfolio analysis, model developments, engaging with key stakeholders, creating model documentation, taking models through internal governance process for approval, and supporting the implementation of models.

As an experienced member of the team the role plays a pivotal role in defining the modelling strategy and methodologies used across the banks credit risk models. The Modelling Team will also benefit from your knowledge and experience to strengthen internal processes as well as skills of other members of the team.

Develop models and produce documentation in line with Basel and PRA IRB modeling requirements.

Proactively engage with Credit and the Business units to support understanding of Credit Models by providing model training and model support.

Experience:

Minimum 5+ years of hands-on IRB model development experience in both retail and wholesale banking.

Experience across multiple asset types or banks is desirable.

Knowledge of SAS, SQL, Python & R 

 

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