Credit Risk Consultant - Wholesale IRB Modelling

CREDIT RISK CONSULTANT - WHOLESALE IRB MODELLING

£100,000

LONDON

THE COMPANY

This exciting boutique consultancy have an opportunity for an experienced candidate to join the business. This offers the chance to work across a range of credit modelling projects with clients across the financial services space. This global firm are growing significantly and offer the rare opportunity to be involved in this future growth and strategy of the business as they continue to grow

THE ROLE

• Developing IRB and IFRS9 models for a range of wholesale clients, across the full suite of PD, LGD and EAD
• Wider work on stress testing, ICAAP and ILAAP reviews
• Leading analytical deep-dives into model performance and statistical trends
• Working closely with a number of clients taking real ownership of projects and seeing these through end-to-end
• Opportunity to work with senior stakeholders in the business to help drive the strategy of the business and contribute to future growth

YOUR SKILLS AND EXPERIENCE

• Prior experience in IRB model development is essential
• Prior experience in the wholesale lending space is essential
• Strong knowledge in SAS, SQL or Python
• Wider regulatory knowledge is desirable
• Strong academic background with a degree in a numerical subject

SALARY AND BENEFITS

• Up to £90,000 base salary
• Discretionary bonus
• Pension contribution scheme
• Excellent opportunities for career progression
• Flexible working model

HOW TO APPLY

Please register your interest by sending your CV to Rosie Walsh through the 'Apply' link