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IRB Modelling Manager - Credit Risk

Harnham - Data & Analytics Recruitment
Posted 7 hours ago, valid for 25 days
Location

Milton Keynes, Buckinghamshire MK10 9QA

Salary

£42,000 - £50,400 per annum

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Contract type

Full Time

In order to submit this application, a Reed account will be created for you. As such, in addition to applying for this job, you will be signed up to all Reed’s services as part of the process. By submitting this application, you agree to Reed’s Terms and Conditions and acknowledge that your personal data will be transferred to Reed and processed by them in accordance with their Privacy Policy.

Sonic Summary

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  • The position available is for an IRB Modelling Manager in Milton Keynes, offering a salary of up to £90,000.
  • The bank is looking for candidates with experience in developing IRB models, specifically in PD, LGD, and EAD.
  • Candidates with a strong numerate degree and experience using SAS are preferred, and experience in IFRS9 could also be considered.
  • The role involves leading projects and analysts within the IRB modelling team, with a focus on personal development and employee support.
  • In addition to the competitive salary, the position offers a discretionary bonus and strong pension contributions.

IRB MODELLING MANAGER

UP TO £90,000

MILTON KEYNES

Are you looking to join a bank with great opportunities? Our client is seeking an IRB Modelling Manager and is offering a very competitive salary and benefits package. They are looking to expand their risk team with an emphasis placed on personal development and employee support.

THE COMPANY

This Bank provides a wide scope of services. They are renowned for having a great culture, with a very bright and experienced team in risk providing an excellent opportunity to learn and progress within the business.

THE ROLE

Lead projects and analysts (can be an IC if preferred) in the IRB modelling team developing and validating PD, LGD and EAD models.

SKILLS AND EXPERIENCE

  • Experience developing IRB models across PD, LGD and EAD
  • Experience in IFRS9 could be considered
  • Experience using SAS
  • Product agnostic (unsecured or secured experience)
  • Strong Numerate degree

SALARY AND BENEFITS

  • Up to £90,000 (with cash allowance)
  • Discretionary Bonus - strong
  • Pension contribution - strong

HOW TO APPLY

Please register your interest by sending your CV to Shane McWilliams via the Apply link on this page.

Apply now in a few quick clicks

In order to submit this application, a Reed account will be created for you. As such, in addition to applying for this job, you will be signed up to all Reed’s services as part of the process. By submitting this application, you agree to Reed’s Terms and Conditions and acknowledge that your personal data will be transferred to Reed and processed by them in accordance with their Privacy Policy.