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IRB Modelling Manager
Milton Keynes (3 days a week in the office)
£85,000 Salary + £6,000 Car Allowance
Harnham are putting forward an opportunity to work within a large financial institution, where you'll be responsible for re-developing the company's IRB models for the mortgage portfolio.
The Company
The company are a top financial institution, providing a wide range of products and operating in various locations. Currently, the bank is looking to re-develop their IRB models to respond to changes in regulatory requirements.
The Role
As a IRB Modelling Manager, you'll be focused on the re-development of the company's IRB model for their mortgage portfolio. After this project, you'll move to maintenance and validation of the model, where you'll be working alongside regulators. After this, you'll be moved to IRB development of an unsecured portfolio.
Your Skills and Experience
- Minimum of 5 years modelling experience with a strong focus on IRB
- Experience in 1st line model development or 2nd model validation is essential
- An understanding of end-to-end IRB models
- SAS proficiency is required
The Benefits
- Salary up to £85,000
- £6,000 car allowance
- Hybrid working environment
- Strong discretionary bonus
- Up to 10% pension contribution
- 30 days holiday entitlement
How To Apply
Please register your availability via the apply link on this page, or send your CV directly
