Credit Risk Modelling Manager

JR United Kingdom; United Kingdom; Remote; GBP 75,000; Full time

Job summary

An established industry player is seeking an experienced Risk Modelling Manager to enhance their credit risk models. This role involves developing and implementing IRB credit risk models while ensuring compliance with regulations. You will work with large datasets, utilizing tools such as SAS, SQL, and Python to drive insights and model development. This is a fantastic opportunity to join a market-leading UK bank, offering a competitive salary and benefits package, while making a significant impact on the business lending portfolio.

Qualifications

• Strong experience in developing credit risk regulatory models.
• Experience with IRB models for wholesale/business lending.

Responsibilities

• Develop and implement IRB credit risk models (PD, LGD, EAD).
• Analyse large datasets for model development insights.

Skills

SAS

SQL

Python

Credit Risk Modelling

Education

STEM Degree

Job description

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Job Views:

4

Posted:

05.05.2025

Expiry Date:

19.06.2025

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Job Description:

Remote

Up to £75,000

The Company

I am hiring for a market leading UK bank who are looking to bring in an experienced IRB modeller to develop, maintain, and enhance their credit risk while making sure they are in line with regulation using tools like SAS, SQL, Python for the business lending portfolio.

The Role

What you will do as a Risk Modelling Manager:

• Developing and implementing IRB credit risk models (PD, LGD, and EAD models)
• Analyse large datasets to extract meaningful insights to drive model development
• Developing models working with other functions to meet regulatory requirements for IRB
• Communicating and presenting analysis and insights to senior stakeholders
• Using SAS, SQL, and/or Python daily to develop credit risk models for the business lending portfolio

Requirements:

What you need to be successful as a Risk Modelling Manager:

• Strong experience working with development of credit risk regulatory models
• Experience developing IRB models for wholesale/business lending
• Strong experience with SAS, SQL and/or Python for credit risk modelling
• Strong experience using python to develop models (SAS and SQL would be ideally as well)
• STEM Degree

Up to £75,000 + competitive bonus and benefits

HOW TO APPLY

Please register your interest by sending your CV to Sean Tunley via [emailprotected]