Credit Risk Analyst (IRB Reviewer)
Posted 2 weeks ago by Job Board - Jobserve on JobServe
Negotiable
Inside
Onsite
London, UK
p>Role: IRB Reviewer
Contract Length: 12-month initial contract.
Location: London [2 days per week Hybrid]
IR35: Inside IR35
Contract Length: 12-month initial contract.
Location: London [2 days per week Hybrid]
IR35: Inside IR35
Job Description:
- Credit Risk Models - Mortgage (Retail) or Wholesale (Corporate) Experience
- Background in Econometrics, Mathematics or Statistics ideally
- Stakeholder/Client Management & Engagement skills
- IRB Background is essential
- Ensure experience is in Credit Risk NOT Market Risk
- Probability of Default (PD)
- Loss Given Default (LGD)
- Exposure at Default (EAD)