Credit Risk Manager - #1765485

Join a leading Credit Risk Analytics Team

You 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 methodologies


• Providing modelling and analytical support for credit measurement to a range of banks


• Assisting first-line teams in building or refining credit risk models, supporting second-line oversight functions, or reviewing internal audit processes


• Contributing 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 disclosures


• Supporting audit activities by assessing the robustness and implementation quality of IFRS 9 and RWA methodologies to identify weaknesses or areas for improvement


• Taking part in a variety of credit measurement-focused projects, such as due diligence, stress testing, and asset quality reviews


• Contributing to thought leadership and best practices in credit risk analytics


• Working within a collaborative and inclusive team culture that values diverse perspectives and contributions

Connect to Your Skills and Experience

Essential:

• Strong credit risk modelling experience, including development, validation, or delivery of models under IFRS 9, IRB, or stress testing frameworks


• Good understanding of credit risk governance, financial management, and stakeholder needs


• Familiarity with credit fundamentals across various financial asset classes


• Ability to explain technical and modelling concepts to non-specialist audiences


• Strong project management and leadership skills


• Proven ability to build effective partnerships with clients and stakeholders


• Proficiency in Python for modelling purposes


• Competence 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 practices

Desirable:

• Awareness of current economic and market developments


• Understanding of regulatory credit risk


• Commercial insight into the use of credit model outputs and implications for business decisions


• Familiarity with broader rating system components, such as data management, systems, controls, and use testing


• Knowledge of evolving regulatory frameworks affecting credit measurement


• Experience with data visualisation tools and techniques