Local Knowledge Global Resources Specialist Consultants

  • London
  • New York
  • Dubai
  • Hong Kong
  • Singapore

IRB Credit Risk Modelling (|LGD /EAD /PD)

Location: Londres, Angleterre, Royaume-Uni

Salary: Excellent

The Opportunity:

Are you interested in Increasing the value of your skills and experience, potentially leap frogging your current colleagues and develop best practice across the market?

Do you want to be at the forefront of innovation for quantitative regulation, seeing your projects through, end to end, unlike consulting and with no risk of being 'on the bench'.

My client is offering far less bureaucracy in the role compared to banking or consultancy and the opportunity to make contact with senior individuals in your markets. The successful candidate will have regular liaison at the highest levels of the bank rather than at AVP/VP or even D level.

Offering a breadth of experience across disciplines, products, cultures. My client offers the combination of an excellent work life balance andan excellent package.

The Role:

Successful candidates will be taksed with assessing firms’ IRB rating systems both individually and on a thematic basis,  critically reviewing firms’ wholesale or retail credit risk models through leading onsite visits.

There will be the opportunity to act as a subject matter expert and liaising with colleagues internally to provide insight into wider credit risk issues.


The requirements

  • Experienced in either Wholesale or Retail Credit Risk Development
  • Knowledge of IRB Models
  • Impressive interpersonal and communication skills