Senior Credit Risk Modelling Analyst / Manager (IRB Models)

Senior Credit Risk Modelling Analyst / Manager (IRB Models)

Location:

Experience:

Domain:

IRB credit risk models

Key Responsibilities

• Develop and maintain IRB models including

  PD, LGD, and EAD

  methodologies.
• Lead model development activities across

  mortgage and wholesale/corporate banking portfolios

  .
• Perform model calibration, monitoring, validation support, and performance assessment.
• Conduct stress testing, sensitivity analysis, and regulatory impact assessments.
• Partner with Model Validation, Risk, Finance, and Regulatory teams to support model governance and submissions.
• Translate complex analytical findings into clear business insights for senior stakeholders.
• Support continuous enhancement of credit risk frameworks and regulatory compliance standards.

Required Skills

• 8 - 12 years of experience in

  Credit Risk Modelling / Risk Analytics

  .
• Strong experience in

  IRB/AIRB frameworks

  and regulatory capital models.
• Hands-on exposure to

  mortgage and/or wholesale banking portfolios

  .
• Knowledge of

  PRA

  and/or

  EBA

  regulatory guidelines is highly preferred.
• Strong programming skills in

  SQL and/or Python

  .
• Experience with statistical modelling techniques and large-scale data analysis.
• Excellent analytical, communication, and stakeholder management skills.

Preferred Qualifications

• Experience in IFRS 9, Stress Testing, Model Validation, or Regulatory Capital frameworks.
• Master's degree in Statistics, Mathematics, Economics, Engineering, Finance, or related quantitative discipline.
• Exposure to UK or European banking regulations.

Why Join Us?

• Opportunity to work on high-impact regulatory and risk modelling initiatives.
• Exposure to global banking portfolios and senior stakeholders.
• Collaborative environment focused on innovation, analytics, and professional growth.