Irb Modelling Manager - Milton Keynes, United Kingdom - Harnham - Data & Analytics Recruitment

Tom O´Connor

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Description

IRB Modelling Manager

Milton Keynes

Up to £75,000 + Competitive Bonus & Benefits

THE COMPANY

Join a leading Tier 1 bank that is pushing boundaries in data, not only have they continued to grow and build out further capabilities throughout the recent post-pandemic world, but they have also developed a sustainability-first approach, allowing you to upholdyour ethics whilst working in one of few financial services companies that leverages cloud infrastructure, with high performing Credit Analytics & modelling teams.


THE ROLE

This is a great opportunity to join a highly-skilled risk team, being a senior member of the retail IRB modelling team, utilising SAS & SQL to develop and maintain IRB models across the Retail portfolio.


Main Responsibilities:

  • Develop and maintain IRB models that adhere to the latest regulations, I.e. Basel regulations, and internal standards
  • BE SME of retail IRB models, working with internal stakeholders to plan, build, validate, and implement across all models that are built.
  • Use your IRB knowledge to be a lead member of the team, working with technical analysts and assurance teams to ensure models remain optimised and accurate.

KEY SKILLS & RESPONSIBILITIES

  • Strong commercial experience building IRB models with SAS/SQL/Python
  • Good understanding of IRB regulations and standards
  • Experience working across retail and corporate portfolios.
**HOW TO APPLY

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