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IRB Model Development Consultant

Harnham

London

On-site

GBP 55,000 - 65,000

Full time

7 days ago

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Job summary

A leading company is seeking an experienced IRB Model Development Consultant in London. This role involves developing and validating credit risk models for banks, applying advanced statistical techniques, and collaborating with key stakeholders. Ideal candidates will have a strong background in quantitative analysis and statistical modeling.

Qualifications

Experience in developing and validating IRB models.
Strong proficiency in statistical modeling techniques.

Responsibilities

Lead the development and validation of PD, LGD, and EAD models.
Collaborate with stakeholders to deliver tailored solutions.

Skills

statistical modeling techniques

Python

SAS

SQL

Education

degree in a quantitative field

postgraduate qualification

2 weeks ago Be among the first 25 applicants

This range is provided by Harnham. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.

Base pay range

Direct message the job poster from Harnham

Building Credit Risk, Fraud, and Pricing Analytics teams in the Lending and Insurance Sectors | The Talent Driving The Data and AI Revolution

IRB MODEL DEVELOPMENT CONSULTANT

LONDON

This is a fantastic opportunity for an experienced professional to play a key role in the development and implementation of Internal Ratings-Based (IRB) credit risk models for banks and financial institutions.

THE ROLE

Develop and validate IRB models: Lead the development and validation of PD, LGD, and EAD models in line with regulatory requirements (Basel III/IV).
Quantitative analysis: Apply advanced statistical techniques, machine learning methods, and data analysis to build risk models.
Stakeholder management: Collaborate with key stakeholders including clients, risk management teams, and regulatory bodies to deliver tailored solutions.
Documentation: Prepare comprehensive model documentation, including technical reports, model validation findings, and compliance assessments.
Consultancy support: Provide expert advice and insights to clients on regulatory trends and the strategic impact of model changes on capital requirements.

REQUIREMENTS

Strong proficiency in statistical modeling techniques, with experience in tools such as R, Python, SAS, or SQL.
A degree in a quantitative field such as mathematics, statistics, economics, or finance; a postgraduate qualification is a plus.

Please apply below!

Seniority level

Seniority level
Mid-Senior level

Employment type

Employment type
Full-time

Job function

Job function
Analyst

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