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Manager – IRB Model Development – Corporate/Commercial
My client is one of the largest banks in the UK, renowned for their flexible working culture, remote working opportunities, excellent benefits and outstanding internal culture and career progression.
As part of a build out of the risk modelling team I am looking for an experienced IRB modeller to lead a talented team of modelling analysts and data scientists responsible for developing and remediating the IRB & Scorecards model landscape to ensure effective risk management and capital allocation within the portfolio.
As part of this role, you will be responsible for:
- Managing multiple complex model development projects and analyses; delivering the scoping, design, development, validation and implementation of models, in line with Bank standards and regulatory compliance requirements
- Taking ownership and responsibility for ensuring the performance of models are understood and identifying model enhancements
You will lead the design and implementation of credit risk models in line with Bank standards and regulatory compliance requirements. You’ll ensure that the models in operation are robust, fit for purpose, and provide clear insights to stakeholders. You will also deliver high-quality model documentation and support the Bank in model usage and governance, while driving the development of your team.
To succeed in this role, you’ll need significant experience in IRB model development within Business credit portfolios and expertise in using statistical analysis software like SAS, Python, or R. Strong communication skills, the ability to influence stakeholders, and experience with decision-making are essential. Bonus points for experience with economic processes and IFRS 9.
This role offers market leading benefits and an excellent remuneration package, as well as the option to work fully remote.
We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know.
Barclay Simpson acts as an Employment Agency for permanent positions and an Employment Business for temporary/contract engagements.
