Credit Risk Manager

  • Location
    City of London, London
  • Contract Type
  • Posted
  • Start Date
  • Industry
    Banking (In-house)
  • Salary
    Up to £90000 per annum + Plus Bonus + Benefits
  • Expiry Date

Quantitative Analyst – Credit Risk | London – Leeds – Manchester | £90,000 Plus bonus & Benefits

The Role

Taylor Root have partnered with one of the Big 4 companies in search for a Quantitative Analyst, Advising clients on the impact of changing requirements in provision accounting standards (IFRS9) and Basel credit risk capital requirements (IRB). This will model review and validation activities such as:

  • Technical model development documentation review;
  • Technical model validation documentation review;
  • Assessment of model performance;
  • Replication testing; and
  • Reviewing models’ against IRB regulatory requirements.

The individual will also be expected to perform technical analysis for workstreams within both IRB, IFRS9 and credit risk modelling engagements

The individual will also be required to apply their skills to a broad range of banking risk related issues supporting both regional and national propositions.

The Person
The individual would have the following:

  • Experience working within a credit risk model development/ validation function within a bank or professional services firm.
  • Must have experience managing a team of 2 or more people in a credit risk model development/ validation function
  • Must have experience in credit risk modelling techniques; including knowledge and practical experience in at least one of IRB and/or IFRS9 risk models.
  • Experience in all aspects of model development/ validation within Retail/ Wholesale banking;
  • And Flexibility to work across the UK (and internationally) where required
  • Relevant Sectoral experience – developing Retail/ Wholesale banking PD/EAD/LGD models
  • Knowledge and experience of credit risk processes, governance and documentation

Please do not hesitate to contact me directly on

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