High profile international bank seeks a high calibre individual with strong quantitative analysis skills and a practical Credit modelling experience that must include an understanding of IRB modelling, particularly with regard to specialised lending portfolios.

This is a key role carrying responsibility for the development of methodologies for calculating PD, EAD, LGD and other credit models, taking into account the Basel II Advanced IRB Methodology requirements. Following development of the models, the successful candidate will also be responsible for their roll out and associated training across credit and other areas of the business. The role will also involve, in conjunction with other business areas, working on the development of internal capital methodologies an assisting with subsequent implementation.

In addition to superior technical ability, applicants will be strong communicators and will demonstrate strong knowledge of Basel II methodology, together with a strong background in credit modelling.