Wholesale IRB Modeller
£70K-£100K
London 3 days a week
We are looking for a technically strong Wholesale IRB credit risk consultant with global exposure to join a great team.
Key Requirements:
? 5 - 10 years of experience in management consulting for financial services and /or banking industry (risk management, credit risk, risk modelling).
? Hands-on experience in wholesale IRB credit risk model development (i.e., beyond audit or review activities). Experience in wholesale IRB is a must.
? Experience in programming languages and data structures. Relevant programming languages include Python, SAS, R, SQL, etc.
? Thorough knowledge of local and relevant international regulations in financial services, especially in the context of PRA/ECB supervision.
? Strong analytical skills and a quantitative background with an application to risk management in banking.
? Additionally, experience in ICAAP/ILAAP, risk appetite/limiting, stress testing, capital management, recovery/resolution, strategic planning and/or pricing, etc. as an advantage.
? Problem-solving skills and ability to see the bigger picture.
? Strong communication skills.
? Strong academics i.e. a master’s degree in quantitative studies e.g. mathematics, industrial engineering, economics, physics is a must.
? Fluent English
Send your CV to
*No sponsorship can be provided*
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