Credit Risk Modelling Manager (IRB) – Solihull based
Salaried up to £75,000 (depending on experience) with some great benefits which includes an Annual Bonus.
What will this role entail?
The role of Credit Risk Modelling Manager will see you working within the businesses Risk and Compliance team initially assisting with a project vital to the businesses continued success – you will need to show your experience of IRB PD Models and rating systems.
Responsibility also for Gap analyses of current models against regulations whilst developing and managing the stress testing capability within the team and managing new and existing Credit Risk Models.
What experience do I need to have?
- 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 would be useful
- Degree – Mathematics or Statistics
- Excellent team management and interpersonal skills
Please apply today to Louise at the RZ Group for immediate review and discussion.
Recruitment Zone acting as an employment agency in regard to this advert.
Job Reference: SL/Req/037446_1544095795
Salary: £65000 - £75000 per annum + Bonus & Benefits
Salary per: Annum
Job Start Date: ASAP