Credit Risk Manager

MODEL VALIDATION MANAGER (IRB)

UP TO £60,000

MIDLANDS (mostly remote)

This is an exciting opportunity to own the end-to-end model validation of this company's IRB models.

THE COMPANY

This company is a UK challenger bank offering a range of products including savings, mortgages, loans, and asset finance to name a few. They are a FTSE250 company and offer development finance. Their niche is financing more bespoke products than ordinary lenders.

THE ROLE

You will be doing the following daily:

• Review and challenge the development, implementation, and ongoing use of the bank’s more important models.
• Prepare and present detailed analytic reports evaluating the model developments and any enhancements.
• Develop the business’ analytical infrastructure and framework.
• Ensure compliance with regulatory standards such as IRB and IFRS9.
• Support the Independent Validation team and the wider Model Oversight team.

YOUR SKILLS AND EXPERIENCE

• 3 years of experience in a statistical modelling role, in a commercial environment.
• Highly numerical, with excellent analytical skills, with R programme being desirable.
• Excellent written and verbal communication skills.
• Strong awareness of the credit risk customer journey.
• Numerate degree from a Russel Group university in a STEM subject.

THE BENEFITS

• Up to £60,000 salary.
• Companywide, profit-sharing bonus.
• Pension scheme – up to 10%.
• Life assurance and personal accident cover.

HOW TO APPLY

Please register your interest by sending your CV to Gaby Adamis via the Apply link on this page.