IRB Credit Modeller

Investec is a distinctive Specialist Bank serving clients principally in the UK and South Africa. Our culture gives us our edge : we work hard to find colleagues who'll think out of the ordinary and we put them in environments where they'll flourish. We combine a flat structure with a focus on internal mobility. If you can bring an entrepreneurial spirit and a desire to learn and collaborate to your work, this could be the boost your career deserves.

Are you ready to make a meaningful impact in credit risk modelling? In this role, you will play a crucial part in developing and refining credit risk parameters while collaborating with a diverse team to enhance models for both retail and non-retail portfolios.

What Will You Be Doing?

• Model Development :  You will be responsible for developing and improving IRB credit risk parameters (PD, LGD, EAD) and managing the entire lifecycle of models, from initial scoping to governance approval.
• Performance Reviews :  Conduct annual reviews to ensure model accuracy and reliability. You will also research best practices for quantifying credit risk in accordance with the UK PRA's Basel IRB standards.
• Collaboration :  Work closely with colleagues across various teams to ensure effective implementation and use of models within Investec's credit risk framework.

What We're Looking For :

Are You Ready to Thrive?

As part of our collaborative & agile culture, our working week is 4 days in the office and one day remote.

Investec offers a range of wellbeing benefits to make our people feel healthier, balanced and more fulfilled in their lives inside and outside of work.

Here is a selection of what we offer;

Wellbeing

Wellbeing Subsidy, Corporate Gym Membership, Virtual GP, Peppy Health App (Fertility, Menopause and Early Parenthood), Optional Private Medical & Dental Insurance

Monetary

Non-contributory Pension & Discretionary Bonus

Life & Income Protection

Life Assurance, Critical Illness & Income Protection

Travel

Season Ticket Loan & Electric Vehicle Scheme

Embedded in our culture is a sense of belonging and inclusion. This creates an environment in which everyone is free to be themselves which helps to drive innovation, creativity and ultimately business performance. At Investec we want everyone to find it easy to be themselves, and to feel they belong. It's a responsibility we all share and is integral to our purpose and values as an organisation.

Recite Me

The Recite Me tool includes a screen reader, styling and customisation options, a series of reading aids, a translator and more.