Senior Credit Risk IRB Modeller

£80K-£90K

Onsite in London

My Client is looking for a strong IRB Modelling Consultant to join their growing team.

Key Requirements:

• Strong IRB Modelling background
• 5 years+ experience of working within credit risk and financial services
• Exposure to relative statistical modelling.
• In-depth knowledge and understanding of statistical aspects (especially these which are used in Credit Risk-Basel modelling):

o Logistic-Linear Regression, Scorecard development; GINI coefficient; KS- statistics; Reject inference techniques; Data sampling; Data mining; Markov chains; and time series modelling approaches.

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