Hunter Bond

Other

★★★★★

Wholesale credit risk model manager - banking - london

New 10 October England - Greater London, London Perm €83000.41 - €99600.49 per annum + bonus + benefits + good pension

Wholesale Credit Risk Model Manager required by my Leading Financial Services client in London.



My client are looking for a talented and motivated manager to build industry leading Wholesale Credit Models, as well as various analytical solutions to support decision making, impairment and capital calculations across the corporate portfolios.



Models include EAD, LGD, PD, across A-IRB / AIRB / IRB and IFRS9 models.



This is an excellent opportunity to work for a leading Financial Services firm and really take ownership to drive projects.



The following skills / experience is required:



* Strong experience in developing wholesale credit models (PD / LGD / EAD)
* Strong knowledge of IRB / AIRB / A-IRB / IFRS9 or Stress testing
* Good knowledge of SAS and/or R. Other acceptable software includes SPSS, Matlab.
*

Banking background
*

Good stakeholder management skills



Salary: Up to £90,000 + bonus + package

Location: London



If you are interested in this Wholesale Credit Risk Model Manager position and meet the above requirements please apply immediately.