Manager – IRB Model Development – Corporate/Commercial

Barclay Simpson; City Of London; On-site; GBP 60,000 - 80,000; Full time

Job description

The Credit Risk Data Analyst role is no longer available as applications have closed.

Job Description

A global bank is seeking an experienced IRB modeller to lead a team of modelling analysts and data scientists. The successful candidate will be responsible for developing and remediating the IRB & Scorecards model landscape to ensure effective risk management and capital allocation within the portfolio.

Key responsibilities include:

• Managing multiple complex model development projects and analyses
• Delivering the scoping, design, development, validation, and implementation of models in line with Bank standards and regulatory compliance requirements
• Taking ownership and responsibility for ensuring the performance of models are understood and identifying model enhancements

The ideal candidate will have significant experience in IRB model development within business credit portfolios and expertise in using statistical analysis software like SAS, Python, or R. Strong communication skills, the ability to influence stakeholders, and experience with decision-making are essential.

Benefits and Requirements

The role offers market-leading benefits and an excellent remuneration package, as well as the option to work fully remote. The bank welcomes applicants from all backgrounds and invites individuals from underrepresented groups to apply.

We are an equal opportunities employer and welcome applications from all qualified candidates. If you require any adjustments to the application process, please let us know.