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Credit Risk Modelling Manager

  • Location: Manchester
  • Salary: £50,000 - £80,000 per year
  • Job Type:Permanent

Posted about 1 year ago

​Manchester or Milton Keynes (Hybrid 1-2 Days per week)

Job Description:

Managerial Modelling position with leading UK bank as a part of a team that undertakes the development and maintenance of retail IRB models. You will ensure that IRB developments are focused on the strategic needs of the businesses as well as the latest regulations and internal standards.

Responsibilities Include:

• Working in a team of quantitative modellers and helping manage the development of models

• Planning, building, validating, approving, implementing the use of the models built.

• Helping with model assurance to ensure the models remain effective and accurate.

• Being a subject matter expert for retail IRB models.

• Being responsible for line management responsibilities for technical analysts.

Key Experience Required:

• Understanding of IRB regulatory requirements and track record of IRB modelling within technical teams and major stakeholders

• Excellent quantitative and analytical ability

• Proficient in SAS

• Experience with portfolios

• Experience Leading a team and/or multiple concurrent projects

• Advanced knowledge in quantitative and analytical solutions.

Please note, should feedback not be received within 28 days due to the large volume of applications, unfortunately, your application has been unsuccessful. However, we may be in touch with similar relevant opportunities.

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