Risk Modelling Manager - West Midlands

Birmingham, West Midlands
£50,000 - £76,000 per annum
12 Oct 2016
09 Nov 2016
Contract Type
Full Time
Position: Risk Modelling Manager - IFRS9 IRB
Location: West Midlands
Salary: Up to £75,000 Plus benefits
Job Type: Full Time

Our company client is a tier 1 financial services organisation who are currently looking to recruit an ambitious and highly skilled Credit Risk Modelling Manager to be a part of their team based in the West Midlands.This is an outstanding opportunity to achieve a highly lucrative and rewarding career. Due to extreme growth and success the company is looking for an experienced risk professional interested in working on market leading IRB/IFRS9 projects.The job holder will lead all IRB and IFRS9 projects and will be required to oversee the subsequent development of the framework.

Major duties for this role will cover:

* The purpose of the role is to develop and manage the Credit Risk and Ratings Models frameworks for capital requirement (IRB), provisioning (IFRS9) and decisioning throughout the account lifecycle.
* Managing and developing a team of 4 to 6 modellers.
* Building and developing the IRB modelling team
* Delivery of the complete IRB compliant model framework

Background and abilities required:

* Experience of IRB PD, LGD, EAD models and rating systems
* Modelling experience using SPSS or SAS
* Proven experience in a management capacity in a credit risk model environment
* Experienced in leading high performing teams of credit risk modellers
* Exposure to leading IFRS9 or capital impairment model projects desirable
* Have a minimum of a 2:1 degree in mathematics or statistics

Keywords: SAS, SQL, SPSS, Credit Risk, Analyst, Model, Development, Portfolio, Strategy, Lead, Senior

If you feel you have the relevant experience and credentials for this role, then please send your CV by hitting APPLY NOW!