Credit Risk Modelling Lead - Irb

IRB Credit Risk Modelling Lead – London £600 - £750 Per Day - Outside IR35 AI Connect are partnering with a leading retail bank to appoint an IRB Credit Risk Modelling specialist to lead their fund model redevelopment within wholesale.
You'll be integral in the design, development and maintenance of effective and compliant IRB decision support models and related analytics.
Key Responsibilities Lead the entire end to end process of IRB model development providing the business and other stakeholders with advice and support on model use, model impact and model implementation Understand the most recent IRB regulations supporting internal governance in relation to risk models and model frameworks Strong model documentation experience Ability to read and review code (Python or SAS) for modelling purposes Solid project management skills, ensuring the team understand their roles and that tasks are being delivered on time Good awareness of what IRB modelling is required for The PRA.
Key Skills & Experience: Experience of the development and practical application of credit risk models, including scoring and model monitoring, with a strong preference in IRB Extensive banking and financial services experience Strong coding skills with Python or SAS.
AWS would also be advantageous A broad background of risk systems, methodologies and processes in a retail or wholesale bank environment Strong project management skills and the ability to work well as part of a team, sharing ideas and learning from others This role can also be based from Edinburgh, Manchester, Birmingham or Bristol.