Senior Credit Risk Modeller - IRB - Mortgages - Retail Banking
- Hiring Organisation
- Rothstein Recruitment Ltd
- Location
- London, United Kingdom
- Employment Type
- Permanent
- Salary
- GBP 90,000 - 95,000 Annual
Senior Credit Risk Modeller - IRB - Mortgages - Retail Banking An exciting opportunity opens for an experienced Credit Risk Modelling professional with strong expertise in mortgages and IRB frameworks to lead the end-to-end development, implementation and ongoing management of the Bank's retail credit risk models. … Lead end-to-end IRB model development and implementation. Develop and enhance credit risk models, including Probability of Default (PD), Loss Given Default (LGD), retail scorecards and corporate credit risk models. Support specialised property lending (IRB slotting) and stress testing methodologies. Assess modelling data requirements, quality and availability, particularly ...