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Job Location | Redhill |
Education | Not Mentioned |
Salary | £55,000 - £750,000 per annum |
Industry | Not Mentioned |
Functional Area | Not Mentioned |
Job Type | Permanent, full-time |
A new an exciting opportunity has become available for a Quantitative Modeller to join my client on a Permanent basis in Redhill.Salary: £55,000-£75,000 + benefitsJob PurposeThe Modeller will report to the Head of Methodology and within an IFRS 9 / IRB environment will be primarily responsible for the development, monitoring and calibration of admission and behaviour scorecards, regulatory parameter models (PD, LGD and EAD), credit provisioning models, and any other quantitative models. This includes working with the local model owner in specifying data requirements, as well as writing model documentation as part of the internal and external approval process.Required