MERJE is looking for experienced Credit Risk modelling experts to join one of the big four consultancies and provide in depth technical expertise in relation to models, related documentation and regulations, at both Manager and Assistant Manager level. Applicants must be located and eligible to work in the UK without sponsorship.
- Reviewing model development and validation documentation
- Assessing model performance and reviewing models against regulatory requirements
- Adapt and apply skills and expertise to a range of banking risk related issues
- Leveraging knowledge of IRB, Basel, IFRS9, etc. to inform client decisions and solutions
- Taking the lead on projects, guiding consultants and directing development and delivery of solutions
Required knowledge and experience:
- Demonstrable experience in Credit Risk modelling and/or validation
- A retail and/or wholesale banking / financial services background
- In depth knowledge of IRB/Basel/IFRS9
- Wider credit risk expertise – processes, governance, documentation, etc.
- Flexible to work across the UK as required
- Programming capabilities – SAS, R, Python and similar
- Excellent communication abilities – communicating technical information to all audiences, stakeholder relationships, influencing, presenting, etc.
Please note, should feedback not be received within 28 days, unfortunately your application has been unsuccessful. However, we may be in touch with similar relevant opportunities.