Job Description
Senior Credit Risk Modeller (IRB)
London (Hybrid)
Up to £140,000 DOE + 15% bonus + 10% pension contribution
Are you an experienced Credit Risk Modeller with a proven track record of delivering into IRB projects?
MBN Solutions are partnered with a leading Financial Services & Wealth Management organisation based within the UK. Our client are looking for multiple Credit Risk Modellers (IRB) to join their growing team.
This role will focus on:
Managing the end-end lifecycle of model development, from initial scoping through to governance approval.
Ensuring Basel 3.1 IRB standards are adhered to.
Developing & improving IRB Credit Risk parameters (PG, LGD, EAD).
Effectively collaborating with internal stakeholders across various departments.
We are looking for:
A proven track record of developing PD and LGD models within the IRB frameworks in a Corporate/Wholesale portfolio.
Proficiency in either SQL or Python.
Excellent stakeholder engagement, communication, and management skills.
A degree in a mathematical/statistical field.
If this sounds like the right fit or you would like more info please apply or get in touch!
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