To be successful in this role you should meet the following requirements: 

• Significant experience of wholesale modelling (probability of default, exposure at default and loss given default models (PD, EAD and LGD), Including experience with multiple model types.
• Excellent understanding of credit risk modelling (AIRB and/or IFRS9).
• Familiarity with regulatory requirements, primarily UK (PRA) or EU (EBA/ECB) based regulation.
• Proficiency in manipulation of large data sets, preferably in Python, and excellent understanding of credit risk related data.
• demonstrated ability to explain technical tasks and methodology to a wider, sometimes non-technical audience.

Desirable Skills:

• Knowledge of Python, SAS and/or SQL and their applications would be beneficial.
• Knowledge of (Python) model implementation in a bank’s operating environment, including the link to policies, procedures and regulations.
• Proficiency in English both written and verbal.