Job - IRB Senior Credit Modeller - Wholesale & Cooperate banking | MBN
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IRB Senior Credit Modeller - Wholesale & Cooperate banking

  • Data Analytics
  • London
  • Permanent
  • £100,000
  • #44875
  • About the role

    Lead Credit Risk Modeller - Wholesale & Corporate Banking

    Up to £130,000

    London Hybrid

    Sponsorship available


    MBN’s client, a global leader in financial services is seeking a Lead Credit Modelling Specialist to join their London team.


    The successful candidate will need to be an experienced Modeler with several years of hands-on model development and have the ability to successfully communicate with C-suite stakeholders across the business.


    Ideally the Credit Risk Modelling Specialist will come from a wholesale & corporate Banking and be responsible for hands-on development, maintenance, and implementation of PD, LGD, EAD and slotting models for both IRB and IFRS9 purposes. They will also need to be a charismatic, strong minded individual, with the personality to take charge and tackle business change.



    Role requirements:


    · Strong knowledge of PD, LGD, and EAD Models and how these models are used for provisioning and capital estimation purposes.

    · Several years of experience within model development experience of PD, LGD, and EAD models.

    · Extensive programming in either Python, R or SAS

    · Strong Analytical Skills, ability to problem solve and make key decisions.

    · Leadership, people management & mentoring junior staff

    · Wholesale & Corporate Banking PREFFERED Retail may be considered


    If the role looks of interest and you’d like to find out more, apply ASAP with a copy of your CV