IRB Senior Credit Modeller - Wholesale & Cooperate banking

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

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