IT Project Manager: Sponsorship Available

Job Overview:

This role will play a key role in the redevelopment of existing and new Internal Ratings-Based (IRB) models as part of financial institutions’ IRB rollout plans. The successful candidate will lead the development of predictive models that influence key business decisions, capital requirements, and loss expectations.

Key Responsibilities:

• Lead the design and development of predictive models focused on automated decision-making, capital requirements, and loss estimations.
• Ensure models comply with internal development standards and regulatory requirements, including Probability of Default (PD), Loss Given Default (LGD), and Exposure at Default (EAD) models.
• Conduct complex data analyses and investigations to enhance risk management, services, and products.
• Guide team members in extracting, transforming, and cleaning data for modelling and analysis.
• Develop risk segmentation strategies to better understand and manage lending portfolio risks.
• Ensure compliance with financial institutions’ policies when accessing and using data.
• Collaborate with Business, Finance, and Risk teams involve in project to align analytical outputs with business needs.
• Lead discussions with regulatory bodies as part of ongoing model validation and review cycles.
• Provide specialist advice on risk management impact and regulatory compliance requirements.

Experience & Qualifications:

• Minimum of 7 years’ experience in model development/validation, decision support modelling, or risk modelling, including IRB, IFRS 9, loss forecasting, stress testing, or economic capital modelling.
• Bachelor’s degree (2:1 or higher) in a quantitative discipline such as Mathematics, Statistics, Applied Mathematics, Engineering, IT or Computing .

Technical Skills:

• Advanced proficiency in SAS or SQL (experience in Python, R, or MATLAB will also be considered).
• Strong experience in extracting, transforming, and cleaning data for modelling purposes.
• Expertise in writing technical documentation that meets regulatory and internal compliance standards.

Benefits:

• Relocation assistance
• UK visa sponsorship