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Job Details

 

IRB Model Development Manager (Permanent)
Location: London Country: UK Rate: Up to £100k + bonus
 

  • IRB Model Development
  • SAS/Python/R/SQL
  • Management of small teams
My banking client are currently recruiting for an IRB Model Development Manager.

The role is hybrid working and would require you to be in the London office 2-3 days a week.

You must have;
  • 3-5 years of IRB modelling experience, with at least 18 months in the non-retail space, working on PD models.
  • End-to-end IRB modelling, particularly around building the development proposition.
  • Leading projects at a manager level (small teams of 3-4 is fine).
You must have end to end IRB model development, regulatory requirements and ideally IRB PD methodology experience.
The team is currently undertaking a multi-year redevelopment of all IRB models followed by the rollout of new IRB models, under the banks' IRB rollout plan, which represents a key strategic objective for the bank. The role involves working closely with colleagues across the Business, Credit Risk and the Chief Data Office.

They are looking for;
At least 3-5 years' experience encompassing IRB model development/validation and decision support model relates roles.
A bachelor's degree in a quantitative analytical discipline (2.1 or higher), eg mathematics, applied mathematics, physics, statistics, engineering, econometrics.
Ideally have Advanced level of SAS or SQL programming - an equivalent level in an alternate programming language would be consider (eg R, Python).
Advanced experience in extracting, transforming, and cleaning data for modelling purposes;
Experience writing technical documents that meet internal and regulatory standards.
Experience in engagement with regulatory or audit bodies;
Experience training and managing the day to day tasks of junior team members;
Strong ability to build relationships and communicate with key stakeholders;
Curiosity and inventiveness.

This is an urgent requirement and the client are open to sponsoring candidates from abroad so please immediately to be considered.


Posted Date: 09 Oct 2024 Reference: JS605325 Employment Agency: Exalto Consulting Contact: Mohammed Imran
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