Manager - IRB Model Development, Commercial Banking

JR United Kingdom; Liverpool; Remote; GBP 70,000 - 90,000; Full time

Job summary

Une grande banque au Royaume-Uni recherche un Manager pour le développement de modèles IRB au sein de l'équipe de modélisation des risques. Le candidat dirigera les projets de développement de modèles de crédit, garantissant leur robustesse et leur conformité avec les normes bancaires et réglementaires. Le poste offre une flexibilité de travail à distance et un package de rémunération attractif incluant des avantages de premier plan.

Benefits

Remote working opportunities

Market-leading benefits

Excellent remuneration package

Career progression opportunities

Qualifications

• Expérience significative en développement de modèles IRB dans des portefeuilles de crédit commercial.
• Compétences en logiciels statistiques requis.
• Capacité à communiquer efficacement et influencer les parties prenantes.

Responsibilities

• Gérer plusieurs projets de développement de modèles complexes.
• Assurer la performance des modèles et identifier les améliorations potentielles.
• Concevoir et mettre en œuvre des modèles de risque de crédit.

Skills

Communication

Stakeholder Influence

Decision-Making

Tools

SAS

Python

R

Job description

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Manager - IRB Model Development, Commercial Banking, Liverpool

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Client:

Barclay Simpson

Location:

Liverpool, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

2

Posted:

31.05.2025

Expiry Date:

15.07.2025

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Job Description:

My client is one of the largest banks in the UK, renowned for their flexible working culture, remote working opportunities, excellent benefits, and outstanding internal culture and career progression.

As part of building out the risk modelling team, I am looking for an experienced IRB modeller to lead a talented team of modelling analysts and data scientists responsible for developing and remediating the IRB & Scorecards model landscape to ensure effective risk management and capital allocation within the portfolio.

Responsibilities include:

• Managing multiple complex model development projects; delivering the scoping, design, development, validation, and implementation of models, in line with Bank standards and regulatory requirements
• Ensuring model performance is understood and identifying potential enhancements

You will lead the design and implementation of credit risk models, ensuring they are robust, fit for purpose, and provide clear insights. You will deliver high-quality documentation, support model governance, and develop your team.

Requirements include significant experience in IRB model development within Business credit portfolios, proficiency in statistical software like SAS, Python, or R, strong communication skills, stakeholder influence ability, and decision-making experience. Bonus points for experience with economic processes and IFRS 9.

This role offers market-leading benefits, an excellent remuneration package, and the option for fully remote work.