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Senior Quantitative Modeller (IFRS9)

  • Full Time
  • Surrey

Website The Risk Partners

Salary: £65,000 – £90,000 per annum. (plus bonus and benefits)

Location: Redhill, Surrey, United Kingdom

The Role:

We are currently recruiting for a Senior Quantitative Modeller for a leading automotive finance provider based in Redhill, Surrey. This hybrid role requires at least 2 days a week in the office.

The successful applicant will be responsible for developing, monitoring, and maintaining quantitative Credit Risk models for Retail and Wholesale portfolios, including IFRS 9 models, admission, behavioral, and some IRB modeling.

Responsibilities:

  • Develop, monitor, and maintain IFRS 9 scorecard and regulatory parameter models.
    Maintain model documentation and provide expert statistical advice.
  • Conduct model monitoring and champion-challenger programs for efficiency improvement.
  • Anticipate and address changes in business, market, or economic factors affecting model performance.
  • Collaborate with local model owner on data requirements and write model documentation for approval processes.

Requirements:

  • Experience building statistical models in credit risk/financial environments.
  • Proficiency in SAS, including macros and statistical procedures.
  • Familiarity with IFRS 9 and regulatory standards (e.g., IRB).
  • Proficiency in Microsoft Office, especially Excel.
  • Experience with macroeconomic time-series modeling is desirable.

We look forward to reading your CV and discussing with you soon

The Risk Partners. . . . Trusted Partners in Global Governance Recruitment

To apply for this job email your details to josh@theriskpartners.com.

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