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Credit Risk Modelling Manager

  • Location: London
  • Salary: Up to £80,000 Base + Compensation + Bonus
  • Job type: Permanent
  • Job reference: 166919
  • Sector: Credit Risk, Credit Risk
Job Description

My client is seeking an experienced Engagement manager, to work with multiple institutions, leading  IFRS9 and credit risk modelling engagements.

You will be responsible for delivering projects around Building, Validating and Review Credit Risk Models in accordance with IFRS9. 

This is a hands-on role requiring model development expertise in Retail/Wholesale Banking PD/EAD/LGD Models, as well as the ability to lead a team, engage with senior stakeholders and deliver projects.

Experience & Background:

  • Ability to code in such languages as VBA, SAS, MatLab, C++ etc
  • Experience Developing Retail/ Wholesale banking PD/EAD/LGD models
  • Proven Leadership/Project Management skills
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