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We are seeking experienced IRB Credit Risk Modelers to support a leading UK bank's IRB programme, focusing on the development and refinement of PD, LGD, and EAD models for mortgage and/or commercial portfolios in line with PRA requirements. The role involves end-to-end model lifecycle delivery, including methodology design, data analysis, calibration, documentation, governance approval, performance monitoring, and regulatory submission support, while collaborating closely with client stakeholders across locations. Candidates should have at least 8 years of hands-on IRB modelling experience (PRA preferred, EBA acceptable), strong analytical and communication skills, the ability to work independently in an evolving environment, and proficiency in Python and/or SQL with sound coding practices.
Job ID: 147219169
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