About the Company: Our client is a well-known bankinggroup with a franchise that spans retail banking, corporate andwholesale banking and investment banking. The corporate banking armprovides specialist financing to a wide range of sectors,principally project financing, commercial real estate financing,mezzanine finance and principal finance. The firm holds AIRB statusfor many its business lines, however, is now seeking AIRBpermission for several other asset classes. It is also in theprocess of delivering the IRB repair requirements as per ECB. Aboutthe Role: As part of the strategic growth plan of its riskmodelling function, the firm now seeks an credit risk modeller withprior experience of IRB modelling to take on an important rolewithin the team being set up to deliver AIRB for the firms’specialist lending portfolios. This is a new role, reporting to theManager for IRB Modelling. The role will involve: Responsibilities:- Development of models to support business decision making, riskmanagement and estimation of regulatory capital requirements inline with internal development standards and policies. Thisincludes Probability of Default (PD), Loss Given Default (LGD),Exposure at Default (EAD) models. - Performing exploratory andad-hoc data analysis to generating meaningful customer or portfolioinsights. - Contributing to the standards, methodologies andtoolsets required to perform analytic activities. - Extracting,transforming, and cleaning the data required for modelling andanalysis purposes. - Engaging with customer facing Business teamsto understand how our analytic outputs can support their decisionmaking. Qualifications: Applicants should possess prior experienceof IRB models (as a developer or validator), with a degree in aquantitative analytical discipline (2.1 or higher), e.g.mathematics, applied mathematics, physics, statistics, engineering,econometrics and a high level of competence in SAS or SQLprogramming – an equivalent level in an alternate programminglanguage would be consider (e.g. R, Python, Matlab). Advancedexperience in extracting, transforming, and cleaning data formodelling purposes.