Credit Risk Model Developer - IRB/IFRS9 (Retail & Wholesale), Equity

Adway Associates; City Of London; On-site; GBP 60,000 - 80,000; Full time

Job summary

A specialized risk management consultancy in the City of London is seeking Model Developers to design and implement IRB models. This role demands a strong analytical background and at least 3 years of experience in quantitative risk modelling. Ideal candidates will have proficiency in Python and SAS, alongside a solid understanding of regulatory frameworks. The position offers competitive compensation and opportunities for growth within the company.

Benefits

Competitive compensation

Equity

Qualifications

• Minimum 3 years experience in quantitative risk modelling within a bank or consultancy.
• Proven track record in developing IRB or IFRS 9 models.
• Strong understanding of regulatory requirements.

Responsibilities

• Design, develop, and implement Retail and Wholesale/Commercial IRB models.
• Perform end-to-end model documentation and back-testing.
• Collaborate with teams to improve model quality.

Skills

Quantitative risk modelling

Analytics

Python

SAS

Statistical analysis

Education

Degree in Statistics, Mathematics, Economics, Engineering, or Finance

Job description

A specialized risk management consultancy in the City of London is seeking Model Developers to design and implement IRB models. This role demands a strong analytical background and at least 3 years of experience in quantitative risk modelling. Ideal candidates will have proficiency in Python and SAS, alongside a solid understanding of regulatory frameworks. The position offers competitive compensation and opportunities for growth within the company.