: Develop and improve IRB credit risk parameters (PD, LGD, EAD) and manage the lifecycle of models, including scoping... for quantifying credit risk in line with UK PRA's Basel 3.1 IRB standards. Collaborate with various teams to ensure effective...
level credit risk modellers with experience of developing credit risk models within the wholesale credit space..., with a specific focus on IRB. Significant recent experience of IRB modelling under PRA/EBA rules is essential for this role...
firm now seeks an experienced credit risk modeller with significant prior experience of IRB modelling to take on a senior... of delivering the IRB repair requirements as per ECB. As part of the strategic growth plan of its risk modelling function, the...