Credit Risk Modeller

CREDIT RISK CONSULTANT - WHOLESALE IRB MODELLING £This exciting boutique consultancy have an opportunity for an experienced candidate to join the business. This offers the chance to work across a range of credit modelling projects with clients across the financial services space. Developing IRB and IFRS9 models for a range of wholesale clients, across the full suite of PD, LGD and EAD Wider work on stress testing, ICAAP and ILAAP reviews Leading analytical deep-dives into model performance and statistical trends Working closely with a number of clients taking real ownership of projects and seeing these through end-to-end Opportunity to work with senior stakeholders in the business to help drive the strategy of the business and contribute to future growth Prior experience in the wholesale lending space is essential Strong knowledge in SAS, SQL or Python Wider regulatory knowledge is desirable Strong academic background with a degree in a numerical subject Discretionary bonus Pension contribution scheme Excellent opportunities for career progression Flexible working model