Quantitative Risk Analyst - IRB - Credit Modelling - Banking

Excellent opportunity to join top rated Retail Bank, Corporate Bank & Private Bank and help roll out an IRB lead approach in Quant Risk.

The role will support the model development of a range of IRB Retail models

• Ratings/Scorecards
• Probability of Default (PD), Loss Given Default (LGD) and Exposure at Default (EAD) model
• Stress Testing Models

Ideal experience includes IRB experience (CRR, EBA, PRA) as well as strong knowledge of SAS, SQL etc

Bank Banking Credit Risk