. What Will You Be Doing? Model Development: You will be responsible for developing and improving IRB credit risk parameters (PD, LGD, EAD... a meaningful impact in credit risk modelling? In this role, you will play a crucial part in developing and refining credit risk...
level credit risk modellers with experience of developing credit risk models within the wholesale credit space..., with a specific focus on IRB. Significant recent experience of IRB modelling under PRA/EBA rules is essential for this role...
modelling team I am looking for an experienced IRB modeller to lead a talented team of modelling analysts and data scientists... significant experience in IRB model development within Business credit portfolios and expertise in using statistical analysis...