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Credit Risk Modelling Manager - IRB/IFRS9 Models - City, Birmingham, United Kingdom, B1


Credit Risk Modelling Manager - IRB/IFRS9 Models
Salaried up to £70,000 - £90,000 (depending on experience)
Birmingham based

Working for a large Financial Services business, the role of Credit Risk Modelling Manager will see you working within the businesses Risk and Compliance team initially assisting with a project vital to the businesses continued success - you will need to show your experience of IRB PD Models and rating systems.

You will also be responsible for Gap analyses of current models against regulations whilst developing and managing the stress testing capability within the team and managing new and existing Credit Risk Models.

To be a success in this role, our Client will want to see the following from you:
* Excellent knowledge and extensive experience in statistical modelling (Logistic and Linear regression and Scorecard Development)
* Experience of IRB PD models and rating systems
* Good knowledge of forecasting methodologies
* Extensive experience within UK Banking, financial services or equivalent
* Modelling experience using SPSS or SAS
* Degree - Mathematics or Statistics

Please apply today to Stephen Lynch at the RZ Group for immediate review and discussion.

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