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Credit Risk Modelling Manager - IRB and IFRS9 Models

Credit Risk Modelling Manager - IRB and IFRS9 Models

Posted 4 October by RZ Group
Easy Apply Ended

Credit Risk Modelling Manager - IRB and IFRS9 Models
Banking Organisation
Permanent Opportunity
£60,000 - £75,000 + Additional Benefits (Annual Bonus, 27 Days Holiday + Bank Holiday, Generous Pension Contribution, Childcare Vouchers, etc.)
Birmingham Location - Solihull

Joining a highly reputable and established Financial Services Group within a Risk and Compliance team. You will initially be assisting with a project vital to the business' continued success which will require candidates to have experience of IRB PD Models and rating systems.

You will have excellent knowledge and extensive experience in statistical modelling (Logistic and Linear regression and Scorecard Development) ideally within a financial services or highly regulated environment.

Key Responsibilities (not limited to)

* Delivery of PD related elements of the IRB compliant model framework across the business
* Gap analyses of current models against regulations
* Developing and managing the stress testing capability within the team
* Present the performance of models to senior stakeholders
* Development and management of the Credit Risk modelling team
* Providing support to Senior credit Risk Manager and Head of Credit Risk

Key Skills and Experience

* Excellent knowledge and extensive experience in statistical modelling (Logistic and Linear regression and Scorecard Development)
* Experience of IRB PD models and rating systems
* Good knowledge of forecasting methodologies
* Excellent working knowledge of CRA and behavioural data
* Extensive experience within UK Banking, financial services or equivalent
* Modelling experience using SPSS or SAS
* Excellent team management and interpersonal skills

Please apply to this role for immediate review, For more information please contact Kerry Lyons

Recruitment Zone acting as an employment agency in regard to this advert.

Required skills

  • "Credit Risk Modelling" "Credit Risk" "IRB" "IFRS9" "Statistical Modelling" "PD Models"

Reference: 36280998

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