Wholesale IRB Modeller

£70K-£100K

London 3 days a week

We are looking for a technically strong Wholesale IRB credit risk consultant with global exposure to join a great team.

Key Requirements:

▪ 5 – 10 years of experience in management consulting for financial services and /or banking industry (risk management, credit risk, risk modelling).

▪ Hands-on experience in wholesale IRB credit risk model development (i.e., beyond audit or review activities). Experience in wholesale IRB is a must.

▪ Experience in programming languages and data structures. Relevant programming languages include Python, SAS, R, SQL, etc.

▪ Thorough knowledge of local and relevant international regulations in financial services, especially in the context of PRA/ECB supervision.

▪ Strong analytical skills and a quantitative background with an application to risk management in banking.

▪ Additionally, experience in ICAAP/ILAAP, risk appetite/limiting, stress testing, capital management, recovery/resolution, strategic planning and/or pricing, etc. as an advantage.

▪ Problem-solving skills and ability to see the bigger picture.

▪ Strong communication skills.

▪ Strong academics i.e. a master’s degree in quantitative studies e.g. mathematics, industrial engineering, economics, physics is a must.

▪ Fluent English

Send your CV to nmohamed@merje.com

*No sponsorship can be 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.