Credit Risk Modeller ( IRB )

Social network you want to login/join with: We are seeking an experienced Lead Model Developer with exceptional expertise in credit risk modeling, especially the wholesale portfolio (banks, corporate, specialized lending, real estate, non-banking). The ideal candidate will bring deep domain knowledge and advanced technical skills to drive sophisticated credit risk modeling initiatives across wholesale portfolios. Location: London Employment Type: Full-time Key Responsibilities: Lead end-to-end development of advanced credit risk models, including PD, EAD, LGD models compliant to IRB Standards from inception to IRB accreditation Significant contribution to the IRB accreditation process Conduct comprehensive data preparation, preprocessing using tools including SAS, Python, R, and SQL Design, build, calibrate and implement robust credit risk models across wholesale portfolios with rigorous User Acceptance Testing (UAT) Collaborate with cross-functional stakeholders to analyze, interpret, and communicate complex model results and insights Model documentation , Business Requirements Documents (BRD) , Regulatory compliance documentation Drive continuous model improvement through: Identifying optimization opportunities; Implementing advanced modeling techniques; Enhancing model performance and predictive accuracy Provide mentorship and technical guidance to junior team members, fostering a culture of knowledge sharing and professional development Required Qualifications: Proven expertise in modeling across wholesale/LDP credit portfolios Advanced proficiency in: SAS, Python, R, SQL Strong knowledge of capital models (IRB approach) Exceptional analytical and problem-solving skills Excellent written and verbal communication abilities Preferred Qualifications: Advanced degree in Statistics, Mathematics, Economics, or related field Professional certifications in risk management or financial modeling Experience with machine learning and advanced statistical modeling techniques • Knowledge of Basel regulatory requirements Technical Skills: Programming: SAS, Python, R, SQL Regulatory Knowledge: IRB (Must) #J-18808-Ljbffr