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AVP – Credit Risk IRB Modelling

Risk Jobs | Credit Risk Jobs
  • London (Hybrid), Glasgow
  • £65- £80,000

Our client, a leading financial institution, is seeking a quantitative analyst to join a newly formed team of modellers focused on building, implementing, and executing statistical models that support the bank’s private banking division, specifically working on regulatory capital models to support A-IRB submission. Additionally, the role will provide ad-hoc analytical support for other uses of data and models within the private banking portfolio and for strategic business decisions.

The team supports the credit risk analytics needs of consumer lending products and portfolios worldwide. The team provides underwriting models, risk-reward models, capital models, and loss forecasting models for stress testing, reserving, and strategic planning. As a member of this team, you will play a key role in supporting the growth and management of portfolios in a controlled manner while satisfying the requirements of regulators around the globe.

Key Skills:

  • Strong experience in developing predictive models, statistical analyses, optimization procedures, monitoring processes, data quality analyses, and score implementations.  A strong preference is for prior retail capital modelling (IRB) experience although this is not essential.  Experience of corporate portfolios, and/or impairment models is also of interest.
  • Proficient in Python programming, SQL
  • Experience with model validation and documentation to ensure replicability of results
  • Familiarity with audit requirements for model development and implementation
  • Strong project management and communication skills to work with cross-functional teams and end-clients

Our client is committed to providing a supportive and inclusive culture and environment for its employees to work in. They recognize the importance of balancing personal needs with the professional needs of the business and offer flexible working arrangements to all employees globally.

Join a dynamic and motivated team of professionals in an exciting and challenging role, where you will have the opportunity to apply your skills and knowledge to make a real impact on the success of the bank.


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.