Credit Risk Modelling Specialist IRB & IFRS9, Equity

Leadenhall Search & Selection; England; On-site; GBP 100,000 - 125,000; Full time

Job summary

A growing consultancy in the United Kingdom seeks a professional for a credit risk modelling role. The ideal candidate should have 2-6 years of experience in IRB or IFRS9 modelling and a strong background in statistics. This position offers significant autonomy and client interaction from the start, along with a comprehensive wellbeing program and a clear development path within a meritocratic culture.

Benefits

Comprehensive wellbeing programme

Private health insurance

Meritocratic culture

Competitive salary and benefits

Equity

Qualifications

• 2+ years experience working on IRB or IFRS9 modelling/validation for retail portfolios.
• Knowledge of the regulatory environment (IFRS9, Basel, e.g. AIRB, ICAAP, SREP, Stress Testing).
• Expertise in manipulating and analysing large datasets.

Responsibilities

• Support projects to provide credit risk solutions including stress testing and model validation.
• Deliver analysis and modelling projects and support larger projects as required.
• Identify opportunities for increasing value through analysis and modelling techniques.

Skills

Statistical analysis

Communication skills

Data manipulation

Education

2:1 degree with statistical content

Job description

A growing consultancy in the United Kingdom seeks a professional for a credit risk modelling role. The ideal candidate should have 2-6 years of experience in IRB or IFRS9 modelling and a strong background in statistics. This position offers significant autonomy and client interaction from the start, along with a comprehensive wellbeing program and a clear development path within a meritocratic culture.