Credit Risk Modelling Manager

£75,000 | Solihull | Permanent
Posted 1 month ago

Credit Risk Modelling Manager
Solihull / Permanent

A fantastic opportunity has arisen for a risk analytics professional to join an established financial services organisation within a dynamic and friendly credit risk team for the position of a Credit Risk Modelling Manager. The role focuses across developing and managing the credit risk and ratings models frameworks specifically for the PD capital requirements (IRB), provisioning and the decisioning related to the account lifecycle.

The primary responsibilities of the Credit Risk Modelling Manager will involve:
• Delivery of PD elements regarding IRB compliant model frameworks across the organisations business lines that will directly support the IRB application.
• Develop, delivery and manage the credit risk and rating models frameworks specifically for the PD capital requirements (IRB), application scorecard decisioning and provisioning (IFRS9.
• Develop and manage stress testing capabilities branching into the annual validation IRB, IFRS9 and credit risk models pertaining to relevant committees (Model Governance Committee) as well as being actively involved in the ICAAP production.
• The management and development of the credit risk modelling team.

The successful Credit Risk Modelling Manager will likely have the following skills and experience:
• Strong knowledge and experience within statistical modelling (scorecard development, linear regression, logistic regression).
• Excellent communication skills to be able to build and manage relationships with key stakeholders across the business.
• Solid experience of IRB PD models and rating systems.
• Tangible experience in a financial services or other regulated environment with the necessary analytical/modelling skills.
• Educated to a degree level ideally within a numerical or data based discipline (Mathematics, Statistics, Physics, Economics etc.)

This is a fantastic opportunity for a passionate individual who is willing to challenge others and be challenged in return. If you want to be part of an organisation with a key focus on professional and technical development, then this is for you.
To enquire further or to register your interest in this exciting opportunity, please email

For more information about this role, please contact:

Georgia Gregoriou
0161 237 0021

See Georgia Gregoriou's jobs
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