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.

Send your CV to nmohamed@merje.com

*No Sponsorship provided*

Applicants must be located and eligible to work in the UK without sponsorship. Please note, should feedback not be received within 28 days, unfortunately your application has been unsuccessful. In applying for this role, you may be registered on our database so we can contact you about suitable opportunities in future. Your data will be managed in accordance with our Privacy Policy, which can be found on our website. If you would like this job advertisement in an alternative format, please contact MERJE directly.