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IRB Model Development Manager
Posted 2 hours 40 minutes ago by Exalto Consulting
£100,000 Annual
Permanent
Not Specified
Accounting Jobs
London, United Kingdom
Job Description
- IRB Model Development
- SAS/Python/R/SQL
- Management of small teams
The role is hybrid working and would require you to be in the London office 2-3 days a week.
You must have;
- 3-5 years of IRB modelling experience, with at least 18 months in the non-retail space, working on PD models.
- End-to-end IRB modelling, particularly around building the development proposition.
- Leading projects at a manager level (small teams of 3-4 is fine).
The team is currently undertaking a multi-year redevelopment of all IRB models followed by the rollout of new IRB models, under the banks' IRB rollout plan, which represents a key strategic objective for the bank. The role involves working closely with colleagues across the Business, Credit Risk and the Chief Data Office.
They are looking for;
At least 3-5 years' experience encompassing IRB model development/validation and decision support model relates roles.
A bachelor's degree in a quantitative analytical discipline (2.1 or higher), eg mathematics, applied mathematics, physics, statistics, engineering, econometrics.
Ideally have Advanced level of SAS or SQL programming - an equivalent level in an alternate programming language would be consider (eg R, Python).
Advanced experience in extracting, transforming, and cleaning data for modelling purposes;
Experience writing technical documents that meet internal and regulatory standards.
Experience in engagement with regulatory or audit bodies;
Experience training and managing the day to day tasks of junior team members;
Strong ability to build relationships and communicate with key stakeholders;
Curiosity and inventiveness.
This is an urgent requirement and the client are open to sponsoring candidates from abroad so please immediately to be considered.
Exalto Consulting
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