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Senior Credit Risk IRB Consultant
Up to £65,000
Hybrid
Edinburgh
The Company
I am hiring a Senior Credit Risk IRB Consultant for an innovative risk consultancy based in Edinburgh. Within this role you will be bringing your strong regulatory modelling experience to support clients through the IRB regulatory landscape for retail products.
The Role
As a Senior Credit Risk IRB Consultant, you will be:
- Developing IRB retail models end-to-end for clients across the UK
- Advising clients on relevant UK and international financial regulations
- Validating IRB model and IFRS9 models
- Contributing to projects related to IFRS9, risk appetite, and risk limits
- Participating in stress testing and capital management activities
- Using tools like SAS, SQL, Python, and R to develop IRB models
Your skills and experience
To be successful as a Senior Credit Risk IRB Consultant, you will need:
- Strong experience developing IRB retail models
- Experience developing IRB models end-to-end
- Ideally, experience working for a consultancy or top UK bank
- Experience with SAS, SQL, Python, and/or R.
- STEM degree
Benefits
Up to £65,000 + comprehensive benefits package
