1 Credit Risk Modeller Jobs in London

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 more »