Credit Risk Manager - IRB Modelling

CREDIT RISK MANAGER - IRB MODELLING

MILTON KEYNES

£85,000

THE COMPANY:

This well-established UK bank have been on a continuous growth trajectory in recent years and are looking to expand their IRB modelling team in response to this growth. This role offers the chance for a varied role, involving work on IRB model development, validation and oversight, across the entirety of the bank's offerings.

THE ROLE

This role would see you work on:

• End-to-end development of IRB models across a range of products
• Creating challenger models to improve these and enhance performance
• Wider work on model implementation and model outputs
• Preparing reports for senior members and recommending how these can be optimised
• Liaising with senior stakeholders and presenting reviews clearly and concisely

YOUR SKILLS AND EXPERIENCE

• Essential to have prior experience in IRB model development or validation
• Good knowledge and experience in SAS is crucial
• Strong communication skills and prior experience in reporting and presenting ideas
• Educated to at least degree level, in a numerate discipline

SALARY AND BENEFITS

• Base salary of up to £85,000
• Company bonus scheme
• Pension contribution scheme
• 27 days holiday
• Private medical insurance

HOW TO APPLY

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