IRB Model Manager

IRB Model Manager- up to £91K- once a week in Manchester

Key Responsbilities:

• Working as part of a team of quantitative modellers and helping manage the development of models to ensure the strategic IRB requirements are met, with high quality documentation and to agreed timelines
• Working with internal stakeholders on the planning, building, validation, approval, implementation, and 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 Requirements:

• Work experience with Basel IRB modelling requirements, regulations, and proven track record of Credit Risk modelling (IRB/IFRS9) with working experience in technical teams and senior stakeholders
• Excellent quantitative and analytical ability along with experience in relevant mathematical approaches, advanced computer literacy, in particular coding language (SAS, Python or R) and degree level in a highly numerate subject, or equivalent
• Advanced knowledge in quantitative and analytical solutions
• Background in statistics, finance, or advanced analytics

Send your CV to nmohamed@merje.com