Credit Risk Modelling Manager

Join a leading Credit Risk Analytics TeamYou will play a key part in supporting organisations to enhance their credit measurement frameworks, methodologies, and systems. You will work across a wide range of credit asset classes, helping businesses meet regulatory requirements and strengthen their risk management capabilities.Your responsibilities will include:Helping banks improve and develop credit risk measurement frameworks, focusing on IFRS 9, IRB, and stress testing methodologiesProviding modelling and analytical support for credit measurement to a range of banksAssisting first-line teams in building or refining credit risk models, supporting second-line oversight functions, or reviewing internal audit processesContributing to the design and enhancement of broader credit risk infrastructures—covering areas such as data, controls, model monitoring and maintenance, risk governance, reporting, and external disclosuresSupporting audit activities by assessing the robustness and implementation quality of IFRS 9 and RWA methodologies to identify weaknesses or areas for improvementTaking part in a variety of credit measurement-focused projects, such as due diligence, stress testing, and asset quality reviewsContributing to thought leadership and best practices in credit risk analyticsWorking within a collaborative and inclusive team culture that values diverse perspectives and contributionsConnect to Your Skills and ExperienceEssential:Strong credit risk modelling experience, including development, validation, or delivery of models under IFRS 9, IRB, or stress testing frameworksGood understanding of credit risk governance, financial management, and stakeholder needsFamiliarity with credit fundamentals across various financial asset classesAbility to explain technical and modelling concepts to non-specialist audiencesStrong project management and leadership skillsProven ability to build effective partnerships with clients and stakeholdersProficiency in Python for modelling purposesCompetence in other modelling tools such as SAS, SQL, R, and advanced MS Excel (including VBA)Creative thinker with a desire to innovate and challenge established practicesDesirable:Awareness of current economic and market developmentsUnderstanding of regulatory credit riskCommercial insight into the use of credit model outputs and implications for business decisionsFamiliarity with broader rating system components, such as data management, systems, controls, and use testingKnowledge of evolving regulatory frameworks affecting credit measurementExperience with data visualisation tools and techniques

Created: 2025-07-23