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Title: IRB credit risk modeler (up to 3-4 FTE)

Location: London (remote/hybrid)

Duration: 6 months (scope to extend)

Rate: Flexible

Summary:

This vacancy will be responsible for IRB credit risk model development within continental Europe. The vacancy holder needs to have a good understanding of modelling, IRB regulation, products, risk data flows from customer and product systems as well as strong coding skills in SAS and Python. There is a need to work with several stakeholders within the Bank to ensure compliant and fit for purpose model development.

Qualifications:

Academic qualifications that give a strong background in quantitative analysis, regulation and credit risk.

Experience required:

Minimum 5 years of IRB credit risk modelling experience with good exposure to credit model methodologies data requirement for AIRB modelling
Proven ability to take ownership of topics and solve complex data related issues.
Strong database and credit risk systems experience including coding in SAS and Python.

Skills:

Good understanding and interpretation of IRB regulations.
Good understanding of credit risk environment (e.g. products).
Strong quantitative background.
Good attention to detail and accuracy.
Good coding skills in SAS and Python.
Ability to manage complex projects to a tight deadline.
Ability to communicate technical concepts effectively.
Ability to work as part of a team with key stakeholders.
Excellent documentation, presentation and communication skills.
Fluency in written and in spoken French and English would be advantageous.

If you meet the above criteria, please apply for the position to be considered. Depending on the response, we may not be able to get through all applications. If you have not been contacted within 2 weeks, please consider yourself as unsuccessful on this occasion