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IRB Framework Manager

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Job Description

We are seeking a highly skilled professional to manage the implementation of our Internal Rating-Based (IRB) framework.

The successful candidate will be responsible for building and nurturing positive working relationships with teams and clients to exceed client expectations.

  • Good understanding of credit lifecycle management, credit lending, credit risk losses, expected loss, unexpected loss and stress loss.
  • Good working knowledge of IRB PD, LGD, EAD and maturity.
  • Strong knowledge of credit risk management, model validation and model implementation.

This role requires strong leadership skills and the ability to work in an integrated way with senior stakeholders in the Front Office, Credit Risk, Operations and Finance.