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IRB Model Quant - Senior Manager

Location
London
Salary
£60,000 to £120,000
Job Type
Permanent
Posted
21 Sep 2022
My client are a leading Risk & Finance Consultancy Firm, who operate globally on behalf of clients and client projects, looking for an IRB Modeller - Senior Manager - with a background in either Modelling or Model Val to join their London team. The role is remote apart from when on-site with clients or travelling for projects. You will partner with global banks (as well as occasional travel across Europe and Middle East), and assist in the development and maintenance of quantitative models used in the bank's risk frameworks as well as actively participate in stakeholder management throughout various stage of model lifecycle. Must Haves: Minimum of 5 years of experience relating to the development and / or validation of credit risk models at least one year should have been gained in a consultancy Deep expertise relating to operational tasks in the context of the development and /or validation of IRB models In-depth knowledge of current regulatory requirements relating to the IRB approach, ideally experience in adjacent themes (e.g. IFRS 9) First-hand experience in project management Quantitative background with strong analytical skills and an interest in quantitative topics Proficiency in relevant applications and coding languages (e.g. Excel, Python, SQL) and knowledge of their uses in the work environment Strong communication skills and ability to lead and work in a team Ability to work independently and to quickly familiarize with new topics Ability to understand, independently structure and derive innovative solutions for complex topics within short timeframes Fluent in English (incl. creating professional reports) Openness to travel, mainly within Europe
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Details

  • Job Reference: 717933707-2
  • Date Posted: 21 September 2022
  • Recruiter: RECfinance
    RECfinance
  • Location: London
  • Salary: £60,000 to £120,000
  • Sector: Accounting
  • Job Type: Permanent